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 | 1.88% | 0.57 CHF | 0.58 CHF | 87'884 | 50'000 | 87'927 | 50'000 | 49'555 CHF | 28'716 CHF | 100.00% | 100.00% |
19.11.2024 | 2.38% | 0.53 CHF | 0.54 CHF | 88'127 | 50'000 | 88'646 | 50'000 | 45'071 CHF | 26'034 CHF | 99.40% | 99.40% |
18.11.2024 | 2.39% | 0.53 CHF | 0.55 CHF | 88'497 | 50'000 | 88'718 | 50'000 | 46'885 CHF | 27'065 CHF | 100.00% | 100.00% |
15.11.2024 | 2.46% | 0.48 CHF | 0.50 CHF | 89'666 | 50'000 | 88'470 | 50'000 | 48'776 CHF | 28'268 CHF | 100.00% | 100.00% |
14.11.2024 | 2.24% | 0.60 CHF | 0.61 CHF | 87'683 | 50'000 | 87'880 | 50'000 | 52'079 CHF | 30'304 CHF | 89.76% | 89.76% |
13.11.2024 | 2.28% | 0.60 CHF | 0.61 CHF | 87'239 | 50'000 | 81'862 | 49'043 | 51'341 CHF | 31'477 CHF | 64.02% | 64.02% |
12.11.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 78'476 | 50'000 | 55'067 CHF | 35'657 CHF | 100.00% | 100.00% |
11.11.2024 | 1.73% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'571 CHF | 34'702 CHF | 100.00% | 100.00% |
08.11.2024 | 2.33% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'481 CHF | 34'213 CHF | 100.00% | 100.00% |
07.11.2024 | 2.52% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 85'353 | 46'975 | 51'601 CHF | 29'031 CHF | 50.98% | 50.98% |