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 | 2.44% | 0.44 CHF | 0.45 CHF | 87'884 | 50'000 | 87'927 | 50'000 | 38'125 CHF | 22'216 CHF | 100.00% | 100.00% |
19.11.2024 | 3.18% | 0.40 CHF | 0.41 CHF | 88'127 | 50'000 | 88'646 | 50'000 | 33'547 CHF | 19'534 CHF | 99.40% | 99.40% |
18.11.2024 | 2.79% | 0.40 CHF | 0.41 CHF | 88'594 | 50'000 | 88'719 | 50'000 | 35'339 CHF | 20'481 CHF | 100.00% | 100.00% |
15.11.2024 | 3.21% | 0.35 CHF | 0.37 CHF | 89'666 | 50'000 | 88'470 | 50'000 | 37'274 CHF | 21'768 CHF | 100.00% | 100.00% |
14.11.2024 | 2.83% | 0.47 CHF | 0.48 CHF | 87'683 | 50'000 | 87'844 | 50'000 | 40'745 CHF | 23'858 CHF | 99.52% | 99.52% |
13.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 87'226 | 50'000 | 86'598 | 49'383 | 43'593 CHF | 25'407 CHF | 99.32% | 99.32% |
12.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 86'123 | 50'000 | 85'330 | 50'000 | 48'810 CHF | 29'157 CHF | 100.00% | 100.00% |
11.11.2024 | 2.13% | 0.55 CHF | 0.57 CHF | 85'458 | 50'000 | 85'443 | 50'000 | 47'175 CHF | 28'202 CHF | 100.00% | 100.00% |
08.11.2024 | 2.57% | 0.55 CHF | 0.57 CHF | 84'917 | 50'000 | 84'967 | 50'000 | 45'896 CHF | 27'713 CHF | 100.00% | 100.00% |
07.11.2024 | 2.84% | 0.50 CHF | 0.52 CHF | 85'613 | 50'000 | 86'174 | 48'444 | 41'780 CHF | 24'121 CHF | 99.13% | 99.13% |