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 | 1.39% | 0.87 CHF | 0.88 CHF | 53'324 | 10'000 | 52'295 | 10'000 | 46'993 CHF | 9'115 CHF | 100.00% | 100.00% |
19.11.2024 | 1.58% | 0.88 CHF | 0.89 CHF | 53'667 | 10'000 | 54'741 | 10'000 | 45'996 CHF | 8'540 CHF | 99.99% | 99.99% |
18.11.2024 | 1.90% | 0.85 CHF | 0.86 CHF | 54'801 | 10'000 | 55'056 | 9'447 | 44'892 CHF | 7'848 CHF | 99.80% | 99.80% |
15.11.2024 | 1.78% | 0.78 CHF | 0.80 CHF | 55'736 | 10'000 | 56'614 | 10'000 | 43'706 CHF | 7'860 CHF | 99.54% | 99.54% |
14.11.2024 | 1.38% | 0.92 CHF | 0.93 CHF | 52'132 | 10'000 | 49'789 | 10'000 | 48'042 CHF | 9'790 CHF | 99.44% | 99.44% |
13.11.2024 | 1.49% | 0.98 CHF | 0.99 CHF | 49'144 | 10'000 | 49'692 | 9'982 | 46'674 CHF | 9'518 CHF | 97.60% | 97.60% |
12.11.2024 | 1.43% | 0.95 CHF | 0.97 CHF | 49'295 | 10'000 | 49'190 | 10'000 | 47'294 CHF | 9'754 CHF | 98.69% | 98.69% |
11.11.2024 | 1.33% | 0.97 CHF | 0.98 CHF | 49'308 | 10'000 | 48'115 | 10'000 | 44'900 CHF | 9'456 CHF | 66.13% | 66.13% |
08.11.2024 | 1.52% | 0.83 CHF | 0.85 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 24'650 CHF | 8'342 CHF | 90.93% | 90.93% |
07.11.2024 | 1.49% | 0.80 CHF | 0.81 CHF | 30'000 | 10'000 | 29'924 | 9'975 | 24'041 CHF | 8'133 CHF | 32.18% | 32.18% |