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% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 89'858 | 75'000 | 53'042 CHF | 45'655 CHF | 100.00% | 100.00% |
19.11.2024 | 2.61% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 81'852 | 75'000 | 53'062 CHF | 49'963 CHF | 100.00% | 100.00% |
18.11.2024 | 2.95% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 72'535 | 43'766 | 52'927 CHF | 32'756 CHF | 88.43% | 88.43% |
15.11.2024 | 2.58% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 69'895 | 50'000 | 52'920 CHF | 38'856 CHF | 99.99% | 99.99% |
14.11.2024 | 2.94% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 56'939 | 50'000 | 54'761 CHF | 49'711 CHF | 99.52% | 99.52% |
13.11.2024 | 2.95% | 1.08 CHF | 1.11 CHF | 50'000 | 50'000 | 53'406 | 49'650 | 53'870 CHF | 51'711 CHF | 84.16% | 84.16% |
12.11.2024 | 2.52% | 1.16 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'686 CHF | 61'208 CHF | 100.00% | 100.00% |
11.11.2024 | 2.58% | 1.20 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'878 CHF | 61'439 CHF | 96.53% | 96.53% |
08.11.2024 | 2.66% | 1.15 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'760 CHF | 57'260 CHF | 92.92% | 92.92% |
07.11.2024 | 2.80% | 1.11 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 48'703 | 55'648 CHF | 55'733 CHF | 99.12% | 99.12% |