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 | 4.54% | 0.56 CHF | 0.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 38'976 CHF | 40'776 CHF | 100.00% | 100.00% |
19.11.2024 | 4.86% | 0.67 CHF | 0.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'256 CHF | 38'056 CHF | 100.00% | 100.00% |
18.11.2024 | 4.12% | 0.77 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'840 CHF | 44'640 CHF | 98.98% | 98.98% |
15.11.2024 | 3.89% | 0.62 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'970 CHF | 39'470 CHF | 100.00% | 100.00% |
14.11.2024 | 3.16% | 0.98 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'726 CHF | 48'226 CHF | 100.00% | 100.00% |
13.11.2024 | 3.20% | 0.91 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'190 CHF | 47'690 CHF | 99.88% | 99.88% |
12.11.2024 | 2.60% | 1.04 CHF | 1.07 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 45'658 CHF | 46'858 CHF | 100.00% | 100.00% |
11.11.2024 | 2.33% | 1.28 CHF | 1.31 CHF | 50'000 | 50'000 | 49'976 | 49'976 | 63'644 CHF | 65'144 CHF | 100.00% | 100.00% |
08.11.2024 | 2.73% | 1.09 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'332 CHF | 55'832 CHF | 100.00% | 100.00% |
07.11.2024 | 2.44% | 1.25 CHF | 1.28 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 48'639 CHF | 49'839 CHF | 99.67% | 99.67% |