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 | 2.06% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 53'624 | 50'000 | 53'721 CHF | 51'219 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 56'357 | 50'000 | 55'619 CHF | 50'443 CHF | 100.00% | 100.00% |
18.11.2024 | 2.27% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'312 CHF | 46'299 CHF | 100.00% | 100.00% |
15.11.2024 | 2.27% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'564 CHF | 46'515 CHF | 100.00% | 100.00% |
14.11.2024 | 2.25% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'387 CHF | 46'351 CHF | 99.27% | 99.27% |
13.11.2024 | 2.44% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'259 | 49'435 | 51'806 CHF | 43'547 CHF | 99.40% | 99.40% |
12.11.2024 | 2.29% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'717 CHF | 46'652 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'309 CHF | 44'615 CHF | 100.00% | 100.00% |
08.11.2024 | 2.54% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 68'853 | 50'000 | 54'056 CHF | 40'312 CHF | 100.00% | 100.00% |
07.11.2024 | 2.77% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 48'722 | 54'325 CHF | 38'850 CHF | 98.89% | 98.89% |