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 | 1.54% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 56'643 | 25'000 | 55'632 CHF | 24'974 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 0.95 CHF | 0.97 CHF | 60'000 | 25'000 | 59'665 | 25'000 | 55'507 CHF | 23'632 CHF | 100.00% | 100.00% |
18.11.2024 | 1.54% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 50'146 | 25'000 | 52'440 CHF | 26'554 CHF | 93.88% | 93.88% |
15.11.2024 | 1.35% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'009 | 25'000 | 54'789 CHF | 27'762 CHF | 100.00% | 100.00% |
14.11.2024 | 1.43% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 58'938 | 25'000 | 56'035 CHF | 24'136 CHF | 99.22% | 99.22% |
13.11.2024 | 1.76% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 24'942 | 53'811 CHF | 22'767 CHF | 99.36% | 99.36% |
12.11.2024 | 1.52% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 51'480 | 25'000 | 54'477 CHF | 26'942 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 1.17 CHF | 1.19 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'124 CHF | 29'450 CHF | 100.00% | 100.00% |
08.11.2024 | 2.52% | 1.05 CHF | 1.08 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 12'781 CHF | 13'107 CHF | 86.95% | 86.95% |
07.11.2024 | 1.73% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 61'120 | 24'739 | 55'375 CHF | 22'894 CHF | 98.73% | 98.73% |