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 | 1.50% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 78'647 | 50'000 | 52'180 CHF | 33'743 CHF | 100.00% | 100.00% |
19.11.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 68'352 | 50'000 | 55'678 CHF | 41'285 CHF | 92.96% | 92.96% |
18.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 75'515 | 50'000 | 53'986 CHF | 36'301 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'931 | 75'000 | 53'472 CHF | 45'346 CHF | 100.00% | 100.00% |
14.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'475 | 50'000 | 52'594 CHF | 29'584 CHF | 99.22% | 99.22% |
13.11.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 78'778 | 49'710 | 54'991 CHF | 35'221 CHF | 99.36% | 99.36% |
12.11.2024 | 1.63% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 88'506 | 75'000 | 53'762 CHF | 46'400 CHF | 100.00% | 100.00% |
11.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 96'097 | 48'734 | 50'989 CHF | 26'369 CHF | 100.00% | 100.00% |
08.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 81'514 | 50'000 | 53'090 CHF | 33'105 CHF | 100.00% | 100.00% |
07.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 86'826 | 50'000 | 53'086 CHF | 31'120 CHF | 90.22% | 90.22% |