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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.39% | 0.65 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'537 CHF | 17'480 CHF | 100.00% | 100.00% |
20.11.2024 | 4.06% | 0.67 CHF | 0.70 CHF | 80'000 | 25'000 | 79'278 | 25'000 | 55'170 CHF | 18'124 CHF | 100.00% | 100.00% |
19.11.2024 | 4.02% | 0.73 CHF | 0.76 CHF | 70'000 | 25'000 | 70'505 | 25'000 | 51'549 CHF | 19'033 CHF | 100.00% | 100.00% |
18.11.2024 | 3.76% | 0.72 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 50'934 CHF | 18'887 CHF | 99.63% | 99.63% |
15.11.2024 | 4.03% | 0.72 CHF | 0.75 CHF | 70'000 | 25'000 | 70'558 | 25'000 | 50'757 CHF | 18'726 CHF | 100.00% | 100.00% |
14.11.2024 | 3.85% | 0.71 CHF | 0.74 CHF | 80'000 | 25'000 | 74'162 | 25'000 | 53'113 CHF | 18'616 CHF | 99.44% | 99.44% |
13.11.2024 | 3.74% | 0.72 CHF | 0.75 CHF | 70'000 | 25'000 | 72'195 | 24'964 | 51'915 CHF | 18'650 CHF | 98.88% | 98.88% |
12.11.2024 | 3.82% | 0.74 CHF | 0.77 CHF | 70'000 | 25'000 | 72'092 | 25'000 | 51'935 CHF | 18'720 CHF | 100.00% | 100.00% |
11.11.2024 | 4.25% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'257 CHF | 18'018 CHF | 100.00% | 100.00% |
08.11.2024 | 3.94% | 0.70 CHF | 0.73 CHF | 80'000 | 25'000 | 79'234 | 25'000 | 55'519 CHF | 18'227 CHF | 100.00% | 100.00% |