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 | 2.05% | 0.95 CHF | 0.98 CHF | 60'000 | 50'000 | 51'663 | 50'000 | 52'399 CHF | 51'828 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 53'124 | 50'000 | 53'049 CHF | 51'047 CHF | 100.00% | 100.00% |
18.11.2024 | 2.27% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'053 CHF | 46'931 CHF | 100.00% | 100.00% |
15.11.2024 | 2.28% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'267 CHF | 47'119 CHF | 100.00% | 100.00% |
14.11.2024 | 2.24% | 0.92 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'055 CHF | 46'919 CHF | 98.36% | 98.36% |
13.11.2024 | 2.42% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 49'435 | 52'285 CHF | 44'124 CHF | 99.40% | 99.40% |
12.11.2024 | 2.24% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'446 CHF | 47'250 CHF | 100.00% | 100.00% |
11.11.2024 | 2.34% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'974 CHF | 45'191 CHF | 100.00% | 100.00% |
08.11.2024 | 2.55% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 68'533 | 50'000 | 54'503 CHF | 40'850 CHF | 100.00% | 100.00% |
07.11.2024 | 2.72% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 48'722 | 55'094 CHF | 39'376 CHF | 98.89% | 98.89% |