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 | 1.74% | 0.76 CHF | 0.79 CHF | 66'119 | 50'000 | 64'951 | 50'000 | 50'033 CHF | 39'194 CHF | 14.13% | 100.00% |
19.11.2024 | 1.88% | 0.76 CHF | 0.78 CHF | 65'166 | 50'000 | 66'327 | 50'000 | 47'541 CHF | 36'542 CHF | 100.00% | 100.00% |
18.11.2024 | 2.42% | 0.71 CHF | 0.73 CHF | 66'539 | 50'000 | 68'384 | 43'384 | 46'915 CHF | 30'768 CHF | 100.00% | 100.00% |
15.11.2024 | 2.15% | 0.61 CHF | 0.62 CHF | 73'194 | 50'000 | 70'606 | 50'000 | 46'105 CHF | 33'406 CHF | 99.97% | 99.97% |
14.11.2024 | 1.71% | 0.84 CHF | 0.85 CHF | 61'443 | 50'000 | 61'225 | 50'000 | 50'619 CHF | 42'054 CHF | 54.38% | 54.38% |
13.11.2024 | 2.11% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 62'362 | 49'367 | 49'774 CHF | 40'247 CHF | 98.09% | 98.09% |
12.11.2024 | 1.74% | 0.84 CHF | 0.85 CHF | 60'958 | 50'000 | 62'508 | 50'000 | 49'731 CHF | 40'493 CHF | 69.31% | 69.31% |
11.11.2024 | 1.42% | 0.84 CHF | 0.85 CHF | 61'049 | 50'000 | 60'183 | 50'000 | 51'049 CHF | 43'026 CHF | 98.36% | 98.36% |
08.11.2024 | 1.90% | 0.84 CHF | 0.85 CHF | 60'986 | 50'000 | 60'896 | 50'000 | 50'120 CHF | 41'941 CHF | 60.41% | 60.41% |
07.11.2024 | 1.88% | 0.78 CHF | 0.79 CHF | 63'113 | 50'000 | 63'358 | 48'444 | 49'140 CHF | 38'336 CHF | 99.23% | 99.23% |