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 | 4.44% | 0.44 CHF | 0.47 CHF | 78'580 | 20'000 | 74'754 | 20'000 | 36'119 CHF | 10'124 CHF | 100.00% | 100.00% |
19.11.2024 | 4.94% | 0.45 CHF | 0.48 CHF | 77'697 | 20'000 | 78'757 | 20'000 | 35'162 CHF | 9'389 CHF | 100.00% | 100.00% |
18.11.2024 | 5.88% | 0.46 CHF | 0.48 CHF | 78'252 | 20'000 | 79'067 | 17'243 | 35'145 CHF | 8'117 CHF | 100.00% | 100.00% |
15.11.2024 | 4.74% | 0.48 CHF | 0.50 CHF | 76'454 | 20'000 | 74'883 | 20'000 | 36'744 CHF | 10'292 CHF | 100.00% | 100.00% |
14.11.2024 | 4.10% | 0.53 CHF | 0.55 CHF | 72'052 | 20'000 | 72'927 | 20'000 | 37'774 CHF | 10'797 CHF | 99.22% | 99.22% |
13.11.2024 | 4.72% | 0.48 CHF | 0.50 CHF | 77'213 | 20'000 | 78'226 | 19'750 | 35'900 CHF | 9'508 CHF | 99.36% | 99.36% |
12.11.2024 | 4.40% | 0.48 CHF | 0.50 CHF | 76'374 | 20'000 | 73'808 | 20'000 | 37'335 CHF | 10'575 CHF | 100.00% | 100.00% |
11.11.2024 | 3.77% | 0.54 CHF | 0.56 CHF | 70'907 | 20'000 | 67'334 | 20'000 | 39'408 CHF | 12'175 CHF | 100.00% | 100.00% |
08.11.2024 | 4.01% | 0.54 CHF | 0.56 CHF | 69'935 | 20'000 | 70'736 | 20'000 | 37'989 CHF | 11'182 CHF | 100.00% | 100.00% |
07.11.2024 | 4.32% | 0.52 CHF | 0.54 CHF | 72'462 | 20'000 | 72'257 | 19'349 | 37'792 CHF | 10'585 CHF | 98.73% | 98.73% |