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 | 4.12% | 0.53 CHF | 0.55 CHF | 79'649 | 20'000 | 76'372 | 20'000 | 43'303 CHF | 11'836 CHF | 100.00% | 100.00% |
19.11.2024 | 4.29% | 0.54 CHF | 0.56 CHF | 79'617 | 20'000 | 79'883 | 20'000 | 42'422 CHF | 11'093 CHF | 100.00% | 100.00% |
18.11.2024 | 5.18% | 0.54 CHF | 0.56 CHF | 79'553 | 20'000 | 80'234 | 17'243 | 42'380 CHF | 9'578 CHF | 100.00% | 100.00% |
15.11.2024 | 3.85% | 0.56 CHF | 0.59 CHF | 77'783 | 20'000 | 76'377 | 20'000 | 43'845 CHF | 11'933 CHF | 100.00% | 100.00% |
14.11.2024 | 3.90% | 0.61 CHF | 0.64 CHF | 73'309 | 20'000 | 74'641 | 20'000 | 44'700 CHF | 12'457 CHF | 99.22% | 99.22% |
13.11.2024 | 4.14% | 0.56 CHF | 0.59 CHF | 77'707 | 20'000 | 79'274 | 19'750 | 42'867 CHF | 11'137 CHF | 99.36% | 99.36% |
12.11.2024 | 3.78% | 0.56 CHF | 0.58 CHF | 77'052 | 20'000 | 75'255 | 20'000 | 44'145 CHF | 12'187 CHF | 100.00% | 100.00% |
11.11.2024 | 3.21% | 0.62 CHF | 0.64 CHF | 72'673 | 20'000 | 69'367 | 20'000 | 46'111 CHF | 13'745 CHF | 100.00% | 100.00% |
08.11.2024 | 3.53% | 0.62 CHF | 0.64 CHF | 71'717 | 20'000 | 72'412 | 20'000 | 44'668 CHF | 12'782 CHF | 100.00% | 100.00% |
07.11.2024 | 3.83% | 0.60 CHF | 0.62 CHF | 73'971 | 20'000 | 73'762 | 19'349 | 44'439 CHF | 12'130 CHF | 98.73% | 98.73% |