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 | 3.43% | 0.48 CHF | 0.50 CHF | 82'655 | 75'000 | 83'126 | 75'000 | 38'581 CHF | 36'032 CHF | 99.00% | 99.00% |
19.11.2024 | 2.85% | 0.47 CHF | 0.48 CHF | 82'742 | 75'000 | 82'417 | 75'000 | 39'880 CHF | 37'347 CHF | 100.00% | 100.00% |
18.11.2024 | 2.91% | 0.54 CHF | 0.56 CHF | 81'291 | 75'000 | 81'846 | 75'000 | 42'686 CHF | 40'277 CHF | 100.00% | 100.00% |
15.11.2024 | 3.96% | 0.57 CHF | 0.59 CHF | 80'824 | 75'000 | 57'059 | 54'325 | 31'286 CHF | 30'891 CHF | 100.00% | 100.00% |
14.11.2024 | 5.09% | 0.52 CHF | 0.55 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 18'825 CHF | 19'808 CHF | 99.22% | 99.22% |
13.11.2024 | 4.84% | 0.51 CHF | 0.53 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 18'934 CHF | 19'868 CHF | 99.36% | 99.36% |
12.11.2024 | 5.23% | 0.48 CHF | 0.51 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 19'620 CHF | 20'672 CHF | 100.00% | 100.00% |
11.11.2024 | 4.46% | 0.62 CHF | 0.64 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'547 CHF | 23'576 CHF | 100.00% | 100.00% |
08.11.2024 | 3.14% | 0.58 CHF | 0.60 CHF | 79'178 | 75'000 | 78'918 | 75'000 | 46'536 CHF | 45'643 CHF | 100.00% | 100.00% |
07.11.2024 | 2.05% | 0.67 CHF | 0.69 CHF | 77'015 | 75'000 | 77'234 | 72'396 | 52'204 CHF | 49'948 CHF | 98.73% | 98.73% |