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 | 2.56% | 0.79 CHF | 0.82 CHF | 61'040 | 20'000 | 58'954 | 20'000 | 49'756 CHF | 17'334 CHF | 100.00% | 100.00% |
19.11.2024 | 2.77% | 0.80 CHF | 0.83 CHF | 60'397 | 20'000 | 60'885 | 20'000 | 48'444 CHF | 16'366 CHF | 100.00% | 100.00% |
18.11.2024 | 3.42% | 0.81 CHF | 0.83 CHF | 60'711 | 20'000 | 61'202 | 17'243 | 48'457 CHF | 14'121 CHF | 100.00% | 100.00% |
15.11.2024 | 2.72% | 0.84 CHF | 0.86 CHF | 59'866 | 20'000 | 59'123 | 20'000 | 50'225 CHF | 17'459 CHF | 100.00% | 100.00% |
14.11.2024 | 2.59% | 0.90 CHF | 0.92 CHF | 57'590 | 20'000 | 58'200 | 20'000 | 51'313 CHF | 18'099 CHF | 99.22% | 99.22% |
13.11.2024 | 2.80% | 0.84 CHF | 0.86 CHF | 59'773 | 20'000 | 60'980 | 19'731 | 48'998 CHF | 16'310 CHF | 92.12% | 92.12% |
12.11.2024 | 2.58% | 0.83 CHF | 0.85 CHF | 59'969 | 20'000 | 58'558 | 20'000 | 50'625 CHF | 17'745 CHF | 100.00% | 100.00% |
11.11.2024 | 2.26% | 0.91 CHF | 0.93 CHF | 57'081 | 20'000 | 55'197 | 20'000 | 52'720 CHF | 19'558 CHF | 79.37% | 79.37% |
08.11.2024 | 2.47% | 0.91 CHF | 0.93 CHF | 56'735 | 20'000 | 56'872 | 20'000 | 51'263 CHF | 18'480 CHF | 100.00% | 100.00% |
07.11.2024 | 2.69% | 0.88 CHF | 0.90 CHF | 57'810 | 20'000 | 57'793 | 19'349 | 50'981 CHF | 17'557 CHF | 98.73% | 98.73% |