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 | 2.43% | 0.58 CHF | 0.59 CHF | 82'655 | 75'000 | 83'126 | 75'000 | 46'579 CHF | 43'065 CHF | 99.00% | 99.00% |
19.11.2024 | 2.73% | 0.56 CHF | 0.58 CHF | 82'742 | 75'000 | 82'396 | 75'000 | 47'614 CHF | 44'546 CHF | 100.00% | 100.00% |
18.11.2024 | 2.86% | 0.63 CHF | 0.64 CHF | 81'541 | 75'000 | 81'752 | 75'000 | 50'205 CHF | 47'402 CHF | 92.40% | 92.40% |
15.11.2024 | 3.07% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 56'568 | 54'325 | 36'493 CHF | 35'966 CHF | 100.00% | 100.00% |
14.11.2024 | 4.05% | 0.62 CHF | 0.64 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'399 CHF | 23'325 CHF | 99.22% | 99.22% |
13.11.2024 | 4.09% | 0.60 CHF | 0.63 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 22'459 CHF | 23'389 CHF | 99.36% | 99.36% |
12.11.2024 | 4.10% | 0.57 CHF | 0.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 23'150 CHF | 24'120 CHF | 100.00% | 100.00% |
11.11.2024 | 4.08% | 0.71 CHF | 0.74 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 26'067 CHF | 27'151 CHF | 100.00% | 100.00% |
08.11.2024 | 2.57% | 0.68 CHF | 0.69 CHF | 79'256 | 75'000 | 78'614 | 75'000 | 53'856 CHF | 52'736 CHF | 100.00% | 100.00% |
07.11.2024 | 2.61% | 0.76 CHF | 0.78 CHF | 75'000 | 75'000 | 74'740 | 72'396 | 57'309 CHF | 56'968 CHF | 98.73% | 98.73% |