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 | 0.52% | 3.06 CHF | 3.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 194'109 CHF | 195'111 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 3.10 CHF | 3.11 CHF | 60'000 | 60'000 | 59'825 | 59'825 | 180'448 CHF | 181'483 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 3.41 CHF | 3.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 200'280 CHF | 201'333 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 3.40 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'345 CHF | 177'247 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 3.61 CHF | 3.63 CHF | 60'000 | 60'000 | 59'711 | 59'711 | 208'429 CHF | 209'428 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 3.14 CHF | 3.15 CHF | 60'000 | 60'000 | 59'859 | 59'859 | 190'603 CHF | 191'654 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 3.22 CHF | 3.24 CHF | 45'000 | 45'000 | 44'867 | 44'867 | 171'312 CHF | 172'285 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 4.45 CHF | 4.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'015 CHF | 223'041 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 4.00 CHF | 4.02 CHF | 45'000 | 45'000 | 44'901 | 44'901 | 186'638 CHF | 187'681 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 4.56 CHF | 4.58 CHF | 45'000 | 45'000 | 44'800 | 44'800 | 198'996 CHF | 200'005 CHF | 100.00% | 100.00% |