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 | 2.94% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 71'989 | 50'000 | 52'963 CHF | 37'930 CHF | 100.00% | 100.00% |
19.11.2024 | 2.37% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'594 CHF | 34'941 CHF | 100.00% | 100.00% |
18.11.2024 | 2.75% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'260 | 43'383 | 55'498 CHF | 31'168 CHF | 100.00% | 100.00% |
15.11.2024 | 2.33% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 73'630 | 50'000 | 52'918 CHF | 36'808 CHF | 100.00% | 100.00% |
14.11.2024 | 3.64% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'117 CHF | 39'345 CHF | 99.52% | 99.52% |
13.11.2024 | 3.33% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 49'383 | 51'769 CHF | 37'756 CHF | 99.32% | 99.32% |
12.11.2024 | 2.46% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'006 | 50'000 | 51'157 CHF | 37'447 CHF | 100.00% | 100.00% |
11.11.2024 | 3.55% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'719 CHF | 39'758 CHF | 80.53% | 80.53% |
08.11.2024 | 3.40% | 0.71 CHF | 0.74 CHF | 80'000 | 50'000 | 76'661 | 50'000 | 54'663 CHF | 36'903 CHF | 100.00% | 100.00% |
07.11.2024 | 3.61% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 77'821 | 48'444 | 55'272 CHF | 35'722 CHF | 99.12% | 99.12% |