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 | 2.59% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 63'799 | 50'000 | 53'251 CHF | 42'904 CHF | 100.00% | 100.00% |
19.11.2024 | 2.55% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 69'121 | 50'000 | 56'678 CHF | 42'072 CHF | 100.00% | 100.00% |
18.11.2024 | 2.81% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'104 | 50'000 | 51'759 CHF | 37'971 CHF | 100.00% | 100.00% |
15.11.2024 | 2.81% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'943 CHF | 38'158 CHF | 100.00% | 100.00% |
14.11.2024 | 2.84% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'130 | 50'000 | 51'778 CHF | 37'979 CHF | 96.42% | 96.42% |
13.11.2024 | 3.02% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 79'843 | 49'435 | 55'269 CHF | 35'262 CHF | 99.40% | 99.40% |
12.11.2024 | 2.85% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'141 CHF | 38'320 CHF | 100.00% | 100.00% |
11.11.2024 | 2.85% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 78'983 | 50'000 | 55'579 CHF | 36'211 CHF | 100.00% | 100.00% |
08.11.2024 | 3.27% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 85'775 | 50'000 | 52'821 CHF | 31'898 CHF | 100.00% | 100.00% |
07.11.2024 | 3.54% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 89'793 | 48'764 | 54'590 CHF | 30'694 CHF | 98.71% | 98.71% |