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 | 2.61% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'956 CHF | 38'826 CHF | 100.00% | 100.00% |
19.11.2024 | 2.70% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 70'575 | 50'000 | 51'573 CHF | 37'546 CHF | 100.00% | 100.00% |
18.11.2024 | 3.03% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 71'898 | 43'384 | 51'975 CHF | 32'339 CHF | 100.00% | 100.00% |
15.11.2024 | 2.87% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 79'864 | 50'000 | 54'876 CHF | 35'359 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'915 CHF | 33'083 CHF | 99.27% | 99.27% |
13.11.2024 | 1.77% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 49'436 | 51'720 CHF | 32'526 CHF | 99.40% | 99.40% |
12.11.2024 | 2.92% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'973 CHF | 34'733 CHF | 100.00% | 100.00% |
11.11.2024 | 2.78% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 77'482 | 50'000 | 55'038 CHF | 36'533 CHF | 100.00% | 100.00% |
08.11.2024 | 2.63% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'766 CHF | 34'501 CHF | 100.00% | 100.00% |
07.11.2024 | 2.90% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 78'506 | 48'746 | 54'683 CHF | 34'930 CHF | 99.05% | 99.05% |