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 | 7.65% | 0.65 CHF | 0.70 CHF | 52'296 | 20'000 | 50'682 | 20'000 | 35'732 CHF | 15'236 CHF | 100.00% | 100.00% |
19.11.2024 | 4.61% | 0.67 CHF | 0.70 CHF | 51'881 | 20'000 | 52'348 | 20'000 | 34'600 CHF | 13'849 CHF | 100.00% | 100.00% |
18.11.2024 | 5.59% | 0.68 CHF | 0.71 CHF | 52'178 | 20'000 | 52'658 | 17'243 | 34'598 CHF | 11'975 CHF | 100.00% | 100.00% |
15.11.2024 | 4.51% | 0.71 CHF | 0.74 CHF | 51'727 | 20'000 | 51'158 | 20'000 | 36'995 CHF | 15'131 CHF | 100.00% | 100.00% |
14.11.2024 | 4.19% | 0.78 CHF | 0.81 CHF | 49'998 | 20'000 | 50'506 | 20'000 | 38'444 CHF | 15'879 CHF | 99.22% | 99.22% |
13.11.2024 | 4.77% | 0.71 CHF | 0.74 CHF | 51'891 | 20'000 | 52'810 | 19'750 | 35'520 CHF | 13'942 CHF | 99.36% | 99.36% |
12.11.2024 | 4.33% | 0.70 CHF | 0.73 CHF | 52'271 | 20'000 | 50'981 | 20'000 | 37'711 CHF | 15'451 CHF | 100.00% | 100.00% |
11.11.2024 | 3.74% | 0.79 CHF | 0.82 CHF | 49'777 | 20'000 | 48'428 | 20'000 | 41'239 CHF | 17'695 CHF | 100.00% | 100.00% |
08.11.2024 | 4.10% | 0.79 CHF | 0.82 CHF | 49'769 | 20'000 | 50'073 | 20'000 | 39'223 CHF | 16'324 CHF | 100.00% | 100.00% |
07.11.2024 | 4.42% | 0.76 CHF | 0.79 CHF | 51'148 | 20'000 | 51'039 | 19'349 | 38'954 CHF | 15'461 CHF | 98.73% | 98.73% |