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 | 1.89% | 0.47 CHF | 0.48 CHF | 80'281 | 20'000 | 79'476 | 20'000 | 41'766 CHF | 10'714 CHF | 100.00% | 100.00% |
19.11.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 79'629 | 20'000 | 80'029 | 20'000 | 37'827 CHF | 9'655 CHF | 100.00% | 100.00% |
18.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 80'072 | 20'000 | 80'343 | 20'000 | 38'371 CHF | 9'753 CHF | 100.00% | 100.00% |
15.11.2024 | 1.85% | 0.50 CHF | 0.51 CHF | 80'216 | 20'000 | 79'657 | 20'000 | 42'701 CHF | 10'924 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 0.62 CHF | 0.63 CHF | 78'478 | 20'000 | 79'390 | 20'000 | 44'483 CHF | 11'410 CHF | 99.44% | 99.44% |
13.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 80'327 | 20'000 | 80'368 | 19'804 | 36'589 CHF | 9'224 CHF | 98.88% | 98.88% |
12.11.2024 | 1.84% | 0.49 CHF | 0.50 CHF | 79'647 | 20'000 | 79'030 | 20'000 | 42'703 CHF | 11'009 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 77'109 | 20'000 | 76'847 | 20'000 | 52'745 CHF | 13'927 CHF | 100.00% | 100.00% |
08.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 77'302 | 20'000 | 76'809 | 20'000 | 49'619 CHF | 13'123 CHF | 93.09% | 93.09% |
07.11.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 70'000 | 20'000 | 70'000 | 19'823 | 54'380 CHF | 15'603 CHF | 95.26% | 95.26% |