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 | 3.21% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'192 | 75'000 | 53'388 CHF | 41'727 CHF | 100.00% | 100.00% |
19.11.2024 | 2.97% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 88'308 | 75'000 | 52'817 CHF | 46'270 CHF | 100.00% | 100.00% |
18.11.2024 | 3.90% | 0.65 CHF | 0.68 CHF | 80'000 | 50'000 | 79'999 | 43'766 | 54'686 CHF | 30'968 CHF | 88.43% | 88.43% |
15.11.2024 | 2.78% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 76'888 | 50'000 | 54'627 CHF | 36'609 CHF | 99.99% | 99.99% |
14.11.2024 | 3.28% | 0.85 CHF | 0.88 CHF | 60'000 | 50'000 | 58'551 | 50'000 | 54'168 CHF | 47'949 CHF | 99.52% | 99.52% |
13.11.2024 | 3.10% | 1.05 CHF | 1.08 CHF | 50'000 | 50'000 | 56'742 | 49'650 | 55'184 CHF | 49'939 CHF | 84.16% | 84.16% |
12.11.2024 | 2.60% | 1.12 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'240 CHF | 59'772 CHF | 100.00% | 100.00% |
11.11.2024 | 2.56% | 1.17 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'446 CHF | 59'962 CHF | 96.53% | 96.53% |
08.11.2024 | 2.74% | 1.12 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'096 CHF | 55'596 CHF | 92.92% | 92.92% |
07.11.2024 | 2.87% | 1.08 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 48'703 | 54'066 CHF | 54'182 CHF | 99.12% | 99.12% |