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 | 2.40% | 0.36 CHF | 0.37 CHF | 80'281 | 20'000 | 79'473 | 20'000 | 32'923 CHF | 8'489 CHF | 100.00% | 100.00% |
19.11.2024 | 2.73% | 0.39 CHF | 0.40 CHF | 79'629 | 20'000 | 80'029 | 20'000 | 29'024 CHF | 7'455 CHF | 100.00% | 100.00% |
18.11.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 80'072 | 20'000 | 80'346 | 20'000 | 29'442 CHF | 7'530 CHF | 100.00% | 100.00% |
15.11.2024 | 2.33% | 0.39 CHF | 0.40 CHF | 80'216 | 20'000 | 79'657 | 20'000 | 33'939 CHF | 8'724 CHF | 100.00% | 100.00% |
14.11.2024 | 2.21% | 0.51 CHF | 0.52 CHF | 78'478 | 20'000 | 79'390 | 20'000 | 35'750 CHF | 9'210 CHF | 99.44% | 99.44% |
13.11.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 80'327 | 20'000 | 80'368 | 19'804 | 27'748 CHF | 7'046 CHF | 98.88% | 98.88% |
12.11.2024 | 2.30% | 0.38 CHF | 0.39 CHF | 79'647 | 20'000 | 79'030 | 20'000 | 34'010 CHF | 8'809 CHF | 100.00% | 100.00% |
11.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 77'109 | 20'000 | 76'847 | 20'000 | 44'291 CHF | 11'727 CHF | 100.00% | 100.00% |
08.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 77'302 | 20'000 | 76'755 | 20'000 | 41'416 CHF | 10'996 CHF | 100.00% | 100.00% |
07.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 75'630 | 20'000 | 75'346 | 19'351 | 50'097 CHF | 13'082 CHF | 99.06% | 99.06% |