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 | 3.05% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 73'770 | 50'000 | 52'877 CHF | 37'014 CHF | 100.00% | 100.00% |
19.11.2024 | 2.89% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 78'827 | 50'000 | 55'287 CHF | 36'113 CHF | 100.00% | 100.00% |
18.11.2024 | 3.41% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 88'313 | 50'000 | 54'702 CHF | 32'062 CHF | 100.00% | 100.00% |
15.11.2024 | 3.41% | 0.62 CHF | 0.65 CHF | 90'000 | 50'000 | 86'353 | 50'000 | 53'826 CHF | 32'267 CHF | 100.00% | 100.00% |
14.11.2024 | 3.41% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 87'621 | 50'000 | 54'267 CHF | 32'065 CHF | 99.27% | 99.27% |
13.11.2024 | 3.81% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'611 | 49'435 | 51'977 CHF | 29'458 CHF | 99.40% | 99.40% |
12.11.2024 | 3.43% | 0.62 CHF | 0.65 CHF | 90'000 | 50'000 | 85'478 | 50'000 | 53'523 CHF | 32'438 CHF | 100.00% | 100.00% |
11.11.2024 | 3.49% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'645 CHF | 30'286 CHF | 100.00% | 100.00% |
08.11.2024 | 3.99% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 102'102 | 50'000 | 50'980 CHF | 26'053 CHF | 88.63% | 88.63% |
07.11.2024 | 4.18% | 0.46 CHF | 0.48 CHF | 106'487 | 50'000 | 104'099 | 49'284 | 50'846 CHF | 25'098 CHF | 70.97% | 70.97% |