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 | 2.23% | 0.88 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'670 CHF | 48'288 CHF | 100.00% | 100.00% |
19.11.2024 | 2.24% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'732 CHF | 47'495 CHF | 100.00% | 100.00% |
18.11.2024 | 2.58% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'241 | 50'000 | 50'958 CHF | 43'403 CHF | 100.00% | 100.00% |
15.11.2024 | 2.46% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'188 | 50'000 | 51'174 CHF | 43'575 CHF | 100.00% | 100.00% |
14.11.2024 | 2.42% | 0.85 CHF | 0.88 CHF | 60'000 | 50'000 | 60'975 | 50'000 | 51'631 CHF | 43'390 CHF | 98.87% | 98.87% |
13.11.2024 | 2.63% | 0.82 CHF | 0.85 CHF | 70'000 | 50'000 | 70'000 | 49'435 | 56'051 CHF | 40'630 CHF | 99.40% | 99.40% |
12.11.2024 | 2.48% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'833 | 50'000 | 51'866 CHF | 43'715 CHF | 100.00% | 100.00% |
11.11.2024 | 2.55% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'835 CHF | 41'645 CHF | 100.00% | 100.00% |
08.11.2024 | 2.78% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 74'703 | 50'000 | 54'069 CHF | 37'303 CHF | 100.00% | 100.00% |
07.11.2024 | 2.98% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 73'485 | 48'722 | 52'599 CHF | 35'938 CHF | 98.89% | 98.89% |