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 | 3.47% | 0.83 CHF | 0.86 CHF | 70'000 | 50'000 | 60'250 | 50'000 | 53'532 CHF | 46'004 CHF | 100.00% | 100.00% |
19.11.2024 | 3.54% | 0.85 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'457 CHF | 45'290 CHF | 100.00% | 100.00% |
18.11.2024 | 4.36% | 0.81 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 44'486 | 56'332 CHF | 37'383 CHF | 100.00% | 100.00% |
15.11.2024 | 3.78% | 0.81 CHF | 0.84 CHF | 70'000 | 50'000 | 69'952 | 50'000 | 56'653 CHF | 42'055 CHF | 100.00% | 100.00% |
14.11.2024 | 3.79% | 0.81 CHF | 0.85 CHF | 70'000 | 50'000 | 69'860 | 50'000 | 56'431 CHF | 41'953 CHF | 99.27% | 99.27% |
13.11.2024 | 4.00% | 0.79 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 49'435 | 53'824 CHF | 39'553 CHF | 99.40% | 99.40% |
12.11.2024 | 3.77% | 0.81 CHF | 0.84 CHF | 70'000 | 50'000 | 69'417 | 50'000 | 56'546 CHF | 42'307 CHF | 100.00% | 100.00% |
11.11.2024 | 3.81% | 0.79 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'820 CHF | 40'676 CHF | 100.00% | 100.00% |
08.11.2024 | 2.97% | 0.76 CHF | 0.79 CHF | 70'000 | 50'000 | 75'424 | 50'000 | 53'576 CHF | 36'668 CHF | 100.00% | 100.00% |
07.11.2024 | 3.08% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 79'329 | 48'722 | 55'720 CHF | 35'280 CHF | 98.89% | 98.89% |