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 | 3.22% | 0.82 CHF | 0.85 CHF | 70'000 | 50'000 | 60'190 | 50'000 | 55'175 CHF | 47'348 CHF | 99.53% | 99.53% |
19.11.2024 | 3.23% | 0.92 CHF | 0.95 CHF | 60'000 | 50'000 | 59'309 | 50'000 | 54'245 CHF | 47'298 CHF | 99.55% | 99.55% |
18.11.2024 | 2.78% | 1.08 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'304 CHF | 54'804 CHF | 99.57% | 99.57% |
15.11.2024 | 2.91% | 1.02 CHF | 1.05 CHF | 50'000 | 50'000 | 52'074 | 50'000 | 52'816 CHF | 52'291 CHF | 98.91% | 98.91% |
14.11.2024 | 3.33% | 0.95 CHF | 0.98 CHF | 60'000 | 50'000 | 61'477 | 50'000 | 54'577 CHF | 45'975 CHF | 98.73% | 98.73% |
13.11.2024 | 3.72% | 0.76 CHF | 0.79 CHF | 70'000 | 50'000 | 69'087 | 50'000 | 54'762 CHF | 41'170 CHF | 96.12% | 96.12% |
12.11.2024 | 2.97% | 0.87 CHF | 0.90 CHF | 60'000 | 50'000 | 53'323 | 50'000 | 53'037 CHF | 51'416 CHF | 99.55% | 99.55% |
11.11.2024 | 3.04% | 1.03 CHF | 1.06 CHF | 50'000 | 50'000 | 56'463 | 50'000 | 54'891 CHF | 50'227 CHF | 99.57% | 99.57% |
08.11.2024 | 3.06% | 0.90 CHF | 0.93 CHF | 60'000 | 50'000 | 57'299 | 50'000 | 55'213 CHF | 49'809 CHF | 99.52% | 99.52% |
07.11.2024 | 2.52% | 1.24 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'884 CHF | 60'384 CHF | 99.48% | 99.48% |