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 | 2.46% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 60'158 | 50'000 | 54'025 CHF | 46'029 CHF | 100.00% | 100.00% |
19.11.2024 | 2.32% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'921 CHF | 45'137 CHF | 100.00% | 100.00% |
18.11.2024 | 2.68% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'013 CHF | 41'098 CHF | 100.00% | 100.00% |
15.11.2024 | 2.68% | 0.80 CHF | 0.83 CHF | 70'000 | 50'000 | 69'997 | 50'000 | 56'257 CHF | 41'275 CHF | 100.00% | 100.00% |
14.11.2024 | 2.67% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'035 CHF | 41'110 CHF | 99.27% | 99.27% |
13.11.2024 | 2.85% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 49'435 | 52'854 CHF | 38'395 CHF | 99.40% | 99.40% |
12.11.2024 | 2.63% | 0.80 CHF | 0.83 CHF | 70'000 | 50'000 | 69'820 | 50'000 | 56'381 CHF | 41'455 CHF | 100.00% | 100.00% |
11.11.2024 | 2.71% | 0.77 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'638 CHF | 39'365 CHF | 100.00% | 100.00% |
08.11.2024 | 3.02% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 78'283 | 50'000 | 53'226 CHF | 35'098 CHF | 100.00% | 100.00% |
07.11.2024 | 3.20% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 48'722 | 53'636 CHF | 33'706 CHF | 98.89% | 98.89% |