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% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'509 CHF | 48'630 CHF | 100.00% | 100.00% |
19.11.2024 | 3.22% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'747 CHF | 47'977 CHF | 100.00% | 100.00% |
18.11.2024 | 3.00% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'017 | 44'486 | 51'964 CHF | 39'664 CHF | 100.00% | 100.00% |
15.11.2024 | 2.45% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'245 CHF | 44'619 CHF | 100.00% | 100.00% |
14.11.2024 | 2.44% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'170 CHF | 44'547 CHF | 99.27% | 99.27% |
13.11.2024 | 2.49% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 66'398 | 49'435 | 55'233 CHF | 42'175 CHF | 99.40% | 99.40% |
12.11.2024 | 2.44% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'596 CHF | 44'914 CHF | 100.00% | 100.00% |
11.11.2024 | 2.41% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'171 | 50'000 | 51'193 CHF | 43'579 CHF | 100.00% | 100.00% |
08.11.2024 | 2.60% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'768 CHF | 40'148 CHF | 100.00% | 100.00% |
07.11.2024 | 2.77% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 48'722 | 54'176 CHF | 38'747 CHF | 98.89% | 98.89% |