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 | 1.71% | 0.53 CHF | 0.54 CHF | 80'244 | 20'000 | 79'471 | 20'000 | 46'320 CHF | 11'860 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 79'566 | 20'000 | 80'030 | 20'000 | 42'472 CHF | 10'815 CHF | 100.00% | 100.00% |
18.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 80'072 | 20'000 | 80'346 | 20'000 | 43'003 CHF | 10'906 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.56 CHF | 0.57 CHF | 80'189 | 20'000 | 79'658 | 20'000 | 47'323 CHF | 12'084 CHF | 100.00% | 100.00% |
14.11.2024 | 1.60% | 0.68 CHF | 0.69 CHF | 78'470 | 20'000 | 79'396 | 20'000 | 49'189 CHF | 12'595 CHF | 99.44% | 99.44% |
13.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 80'318 | 20'000 | 80'370 | 19'804 | 41'246 CHF | 10'371 CHF | 98.88% | 98.88% |
12.11.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 79'692 | 20'000 | 79'024 | 20'000 | 47'220 CHF | 12'153 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 70'000 | 20'000 | 70'065 | 20'000 | 52'166 CHF | 15'091 CHF | 74.68% | 74.68% |
08.11.2024 | 1.39% | 0.68 CHF | 0.69 CHF | 77'224 | 20'000 | 73'388 | 20'000 | 52'542 CHF | 14'555 CHF | 39.56% | 39.56% |
07.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70'000 | 20'000 | 64'688 | 19'351 | 53'845 CHF | 16'343 CHF | 99.06% | 99.06% |