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 | 3.29% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 84'268 | 50'000 | 52'509 CHF | 32'255 CHF | 100.00% | 100.00% |
19.11.2024 | 3.39% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 89'377 | 50'000 | 54'375 CHF | 31'475 CHF | 100.00% | 100.00% |
18.11.2024 | 4.09% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'602 CHF | 27'400 CHF | 98.03% | 98.03% |
15.11.2024 | 3.87% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 99'926 | 50'000 | 52'977 CHF | 27'556 CHF | 100.00% | 100.00% |
14.11.2024 | 3.84% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 99'760 | 50'000 | 52'559 CHF | 27'377 CHF | 98.87% | 98.87% |
13.11.2024 | 4.38% | 0.50 CHF | 0.53 CHF | 100'000 | 50'000 | 104'748 | 49'380 | 50'163 CHF | 24'698 CHF | 90.65% | 90.65% |
12.11.2024 | 3.94% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 99'406 | 50'000 | 52'939 CHF | 27'705 CHF | 100.00% | 100.00% |
11.11.2024 | 4.19% | 0.50 CHF | 0.52 CHF | 104'275 | 50'000 | 103'027 | 50'000 | 50'328 CHF | 25'477 CHF | 59.99% | 59.99% |
08.11.2024 | 4.90% | 0.47 CHF | 0.49 CHF | 104'165 | 50'000 | 105'499 | 50'000 | 42'772 CHF | 21'295 CHF | 100.00% | 100.00% |
07.11.2024 | 5.33% | 0.37 CHF | 0.39 CHF | 106'363 | 50'000 | 106'078 | 48'722 | 42'046 CHF | 20'347 CHF | 98.89% | 98.89% |