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 | 2.56% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 61'552 | 50'000 | 52'662 CHF | 43'938 CHF | 100.00% | 100.00% |
19.11.2024 | 2.42% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 62'503 | 50'000 | 52'527 CHF | 43'094 CHF | 100.00% | 100.00% |
18.11.2024 | 2.78% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'114 CHF | 39'010 CHF | 100.00% | 100.00% |
15.11.2024 | 2.79% | 0.76 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'366 CHF | 39'196 CHF | 100.00% | 100.00% |
14.11.2024 | 2.73% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'152 CHF | 39'015 CHF | 99.27% | 99.27% |
13.11.2024 | 3.08% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 76'167 | 49'435 | 54'255 CHF | 36'335 CHF | 99.40% | 99.40% |
12.11.2024 | 2.76% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'631 CHF | 39'380 CHF | 100.00% | 100.00% |
11.11.2024 | 2.83% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 71'678 | 50'000 | 51'936 CHF | 37'286 CHF | 100.00% | 100.00% |
08.11.2024 | 3.18% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 84'381 | 50'000 | 53'832 CHF | 33'011 CHF | 100.00% | 100.00% |
07.11.2024 | 3.33% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 82'311 | 48'722 | 51'788 CHF | 31'690 CHF | 98.89% | 98.89% |