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 | 2.57% | 0.42 CHF | 0.43 CHF | 118'933 | 50'000 | 116'136 | 50'000 | 50'383 CHF | 22'270 CHF | 69.78% | 69.78% |
19.11.2024 | 2.71% | 0.43 CHF | 0.44 CHF | 116'314 | 50'000 | 116'278 | 50'000 | 50'271 CHF | 22'223 CHF | 97.95% | 97.95% |
18.11.2024 | 2.83% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 109'712 | 44'486 | 52'085 CHF | 21'659 CHF | 100.00% | 100.00% |
15.11.2024 | 2.21% | 0.50 CHF | 0.51 CHF | 107'555 | 50'000 | 101'569 | 50'000 | 50'684 CHF | 25'521 CHF | 72.13% | 72.13% |
14.11.2024 | 2.45% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 101'092 | 50'000 | 51'228 CHF | 25'976 CHF | 67.72% | 67.72% |
13.11.2024 | 2.46% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 107'337 | 49'710 | 51'439 CHF | 24'443 CHF | 99.36% | 99.36% |
12.11.2024 | 2.61% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 99'272 | 50'000 | 53'783 CHF | 27'814 CHF | 100.00% | 100.00% |
11.11.2024 | 1.93% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'028 CHF | 30'033 CHF | 100.00% | 100.00% |
08.11.2024 | 2.23% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'909 CHF | 27'562 CHF | 92.77% | 92.77% |
07.11.2024 | 2.13% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 98'529 | 48'736 | 51'641 CHF | 26'172 CHF | 95.06% | 95.06% |