Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.79% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'384 CHF | 49'171 CHF | 100.00% | 100.00% |
19.11.2024 | 2.86% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'855 CHF | 46'181 CHF | 100.00% | 100.00% |
18.11.2024 | 3.25% | 0.90 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 43'383 | 55'024 CHF | 41'028 CHF | 100.00% | 100.00% |
15.11.2024 | 2.97% | 0.92 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'208 CHF | 48'251 CHF | 100.00% | 100.00% |
14.11.2024 | 2.51% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 59'631 | 50'000 | 58'563 CHF | 50'358 CHF | 99.52% | 99.52% |
13.11.2024 | 2.70% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 49'383 | 57'563 CHF | 48'673 CHF | 99.32% | 99.32% |
12.11.2024 | 2.88% | 0.95 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'989 CHF | 48'878 CHF | 100.00% | 100.00% |
11.11.2024 | 2.58% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 54'365 | 50'000 | 53'770 CHF | 50'823 CHF | 80.53% | 80.53% |
08.11.2024 | 2.64% | 0.93 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'985 CHF | 47'903 CHF | 100.00% | 100.00% |
07.11.2024 | 2.85% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 48'444 | 55'831 CHF | 46'399 CHF | 99.12% | 99.12% |