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 | 2.42% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'819 CHF | 39'385 CHF | 100.00% | 100.00% |
19.11.2024 | 2.66% | 0.70 CHF | 0.72 CHF | 78'976 | 50'000 | 77'790 | 50'000 | 54'719 CHF | 36'145 CHF | 100.00% | 100.00% |
18.11.2024 | 2.56% | 0.72 CHF | 0.73 CHF | 79'180 | 50'000 | 71'580 | 50'000 | 51'963 CHF | 37'262 CHF | 99.06% | 99.06% |
15.11.2024 | 1.96% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'659 CHF | 38'355 CHF | 99.99% | 99.99% |
14.11.2024 | 2.30% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'792 CHF | 40'779 CHF | 99.52% | 99.52% |
13.11.2024 | 2.35% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 49'383 | 54'084 CHF | 39'058 CHF | 99.32% | 99.32% |
12.11.2024 | 2.05% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'480 CHF | 38'991 CHF | 100.00% | 100.00% |
11.11.2024 | 2.06% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 69'466 | 50'000 | 56'228 CHF | 41'327 CHF | 100.00% | 100.00% |
08.11.2024 | 1.69% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'873 CHF | 38'411 CHF | 100.00% | 100.00% |
07.11.2024 | 2.07% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'010 | 48'991 | 52'684 CHF | 37'648 CHF | 95.38% | 95.38% |