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 | 3.03% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 78'931 | 50'000 | 54'634 CHF | 35'694 CHF | 100.00% | 100.00% |
19.11.2024 | 3.22% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 79'912 | 50'000 | 54'012 CHF | 34'903 CHF | 100.00% | 100.00% |
18.11.2024 | 3.48% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'489 CHF | 30'769 CHF | 100.00% | 100.00% |
15.11.2024 | 3.48% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 89'950 | 50'000 | 53'840 CHF | 30'988 CHF | 100.00% | 100.00% |
14.11.2024 | 3.44% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 89'859 | 50'000 | 53'537 CHF | 30'835 CHF | 99.27% | 99.27% |
13.11.2024 | 3.87% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 97'306 | 49'435 | 53'385 CHF | 28'202 CHF | 99.40% | 99.40% |
12.11.2024 | 3.46% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 89'702 | 50'000 | 53'931 CHF | 31'125 CHF | 100.00% | 100.00% |
11.11.2024 | 3.68% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 92'488 | 50'000 | 51'830 CHF | 29'091 CHF | 100.00% | 100.00% |
08.11.2024 | 4.29% | 0.53 CHF | 0.56 CHF | 100'000 | 50'000 | 104'629 | 50'000 | 49'165 CHF | 24'560 CHF | 83.69% | 83.69% |
07.11.2024 | 4.70% | 0.44 CHF | 0.46 CHF | 106'312 | 50'000 | 106'068 | 48'764 | 49'318 CHF | 23'744 CHF | 98.71% | 98.71% |