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 | 1.73% | 0.80 CHF | 0.82 CHF | 70'000 | 25'000 | 61'689 | 25'000 | 53'335 CHF | 22'025 CHF | 100.00% | 100.00% |
19.11.2024 | 2.01% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 68'179 | 25'000 | 55'255 CHF | 20'703 CHF | 100.00% | 100.00% |
18.11.2024 | 1.70% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 59'040 | 25'000 | 54'668 CHF | 23'579 CHF | 93.88% | 93.88% |
15.11.2024 | 1.52% | 1.00 CHF | 1.02 CHF | 50'000 | 25'000 | 57'415 | 25'000 | 56'058 CHF | 24'815 CHF | 100.00% | 100.00% |
14.11.2024 | 1.78% | 0.81 CHF | 0.83 CHF | 70'000 | 25'000 | 66'543 | 25'000 | 55'379 CHF | 21'218 CHF | 99.22% | 99.22% |
13.11.2024 | 2.01% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 24'942 | 54'456 CHF | 19'799 CHF | 99.36% | 99.36% |
12.11.2024 | 1.77% | 0.79 CHF | 0.81 CHF | 70'000 | 25'000 | 59'508 | 25'000 | 55'925 CHF | 24'003 CHF | 100.00% | 100.00% |
11.11.2024 | 1.42% | 1.05 CHF | 1.07 CHF | 50'000 | 25'000 | 50'003 | 25'000 | 52'245 CHF | 26'493 CHF | 100.00% | 100.00% |
08.11.2024 | 2.72% | 0.93 CHF | 0.96 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'312 CHF | 11'624 CHF | 86.95% | 86.95% |
07.11.2024 | 1.97% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 66'549 | 24'635 | 53'314 CHF | 20'257 CHF | 70.48% | 70.48% |