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 | 2.77% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'712 CHF | 39'443 CHF | 100.00% | 100.00% |
20.11.2024 | 2.63% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 70'003 | 50'000 | 54'848 CHF | 40'219 CHF | 100.00% | 100.00% |
19.11.2024 | 2.70% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'749 CHF | 39'443 CHF | 100.00% | 100.00% |
18.11.2024 | 2.99% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'816 CHF | 35'299 CHF | 100.00% | 100.00% |
15.11.2024 | 2.97% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 79'949 | 50'000 | 55'122 CHF | 35'515 CHF | 100.00% | 100.00% |
14.11.2024 | 2.96% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 79'761 | 50'000 | 54'754 CHF | 35'360 CHF | 99.27% | 99.27% |
13.11.2024 | 3.25% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'802 | 49'435 | 51'709 CHF | 32'684 CHF | 99.40% | 99.40% |
12.11.2024 | 2.96% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 79'489 | 50'000 | 55'010 CHF | 35'652 CHF | 100.00% | 100.00% |
11.11.2024 | 3.16% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'001 | 50'000 | 52'146 CHF | 33'636 CHF | 100.00% | 100.00% |
08.11.2024 | 3.62% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 94'203 | 50'000 | 53'173 CHF | 29'350 CHF | 100.00% | 100.00% |