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 | 5.00% | 0.68 CHF | 0.72 CHF | 44'688 | 10'000 | 43'924 | 10'000 | 31'432 CHF | 7'526 CHF | 100.00% | 100.00% |
19.11.2024 | 3.51% | 0.68 CHF | 0.71 CHF | 44'781 | 10'000 | 46'050 | 10'000 | 29'647 CHF | 6'672 CHF | 99.99% | 99.99% |
18.11.2024 | 3.80% | 0.66 CHF | 0.68 CHF | 46'213 | 10'000 | 41'576 | 9'447 | 26'238 CHF | 6'196 CHF | 99.80% | 99.80% |
15.11.2024 | 2.36% | 0.61 CHF | 0.63 CHF | 47'932 | 10'000 | 48'610 | 10'000 | 28'753 CHF | 6'058 CHF | 99.54% | 99.54% |
14.11.2024 | 2.90% | 0.75 CHF | 0.77 CHF | 44'373 | 10'000 | 42'668 | 10'000 | 34'912 CHF | 8'430 CHF | 97.90% | 97.90% |
13.11.2024 | 2.90% | 0.83 CHF | 0.86 CHF | 41'733 | 10'000 | 42'175 | 9'982 | 33'514 CHF | 8'166 CHF | 97.60% | 97.60% |
12.11.2024 | 2.92% | 0.81 CHF | 0.84 CHF | 42'131 | 10'000 | 42'013 | 10'000 | 34'399 CHF | 8'432 CHF | 98.69% | 98.69% |
11.11.2024 | 2.88% | 0.82 CHF | 0.85 CHF | 42'116 | 10'000 | 42'639 | 10'000 | 33'726 CHF | 8'142 CHF | 66.13% | 66.13% |
08.11.2024 | 3.39% | 0.67 CHF | 0.69 CHF | 45'362 | 10'000 | 45'701 | 10'000 | 30'149 CHF | 6'829 CHF | 90.93% | 90.93% |
07.11.2024 | 3.29% | 0.62 CHF | 0.63 CHF | 47'128 | 10'000 | 46'330 | 9'975 | 29'504 CHF | 6'563 CHF | 32.18% | 32.18% |