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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.15% | 0.59 CHF | 0.62 CHF | 90'000 | 25'000 | 90'002 | 25'000 | 52'518 CHF | 15'207 CHF | 49.95% | 49.95% |
20.11.2024 | 5.17% | 0.56 CHF | 0.59 CHF | 93'939 | 25'000 | 94'445 | 25'000 | 50'895 CHF | 14'189 CHF | 73.94% | 73.94% |
19.11.2024 | 5.30% | 0.52 CHF | 0.54 CHF | 94'869 | 25'000 | 95'176 | 25'000 | 48'625 CHF | 13'468 CHF | 100.00% | 100.00% |
18.11.2024 | 5.65% | 0.52 CHF | 0.55 CHF | 95'311 | 25'000 | 95'435 | 25'000 | 49'209 CHF | 13'641 CHF | 99.63% | 99.63% |
15.11.2024 | 4.91% | 0.53 CHF | 0.55 CHF | 95'313 | 25'000 | 95'293 | 25'000 | 50'384 CHF | 13'884 CHF | 100.00% | 100.00% |
14.11.2024 | 4.36% | 0.54 CHF | 0.57 CHF | 94'824 | 25'000 | 95'274 | 25'000 | 50'789 CHF | 13'921 CHF | 99.44% | 99.44% |
13.11.2024 | 4.98% | 0.53 CHF | 0.56 CHF | 94'756 | 25'000 | 94'555 | 24'960 | 49'722 CHF | 13'799 CHF | 90.82% | 90.82% |
12.11.2024 | 4.86% | 0.51 CHF | 0.54 CHF | 95'233 | 25'000 | 94'645 | 25'000 | 49'910 CHF | 13'842 CHF | 100.00% | 100.00% |
11.11.2024 | 4.92% | 0.56 CHF | 0.58 CHF | 93'427 | 25'000 | 91'211 | 25'000 | 50'864 CHF | 14'647 CHF | 31.33% | 31.33% |
08.11.2024 | 5.36% | 0.55 CHF | 0.58 CHF | 92'566 | 25'000 | 92'893 | 25'000 | 50'586 CHF | 14'365 CHF | 39.18% | 39.18% |