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 | 2.61% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'587 CHF | 40'755 CHF | 100.00% | 100.00% |
19.11.2024 | 2.63% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'499 CHF | 39'967 CHF | 100.00% | 100.00% |
18.11.2024 | 3.08% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 79'487 | 50'000 | 55'279 CHF | 35'869 CHF | 100.00% | 100.00% |
15.11.2024 | 2.97% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 79'456 | 50'000 | 55'606 CHF | 36'056 CHF | 100.00% | 100.00% |
14.11.2024 | 2.94% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 78'550 | 50'000 | 54'696 CHF | 35'877 CHF | 98.91% | 98.91% |
13.11.2024 | 3.20% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'163 | 49'435 | 52'137 CHF | 33'190 CHF | 99.40% | 99.40% |
12.11.2024 | 2.97% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 77'402 | 50'000 | 54'323 CHF | 36'181 CHF | 100.00% | 100.00% |
11.11.2024 | 3.05% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'945 CHF | 34'115 CHF | 100.00% | 100.00% |
08.11.2024 | 3.47% | 0.63 CHF | 0.66 CHF | 80'000 | 50'000 | 92'362 | 50'000 | 52'964 CHF | 29'782 CHF | 100.00% | 100.00% |
07.11.2024 | 3.85% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 91'166 | 48'722 | 51'541 CHF | 28'619 CHF | 98.89% | 98.89% |