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 | 5.94% | 0.54 CHF | 0.57 CHF | 77'229 | 50'000 | 75'777 | 50'000 | 43'431 CHF | 30'423 CHF | 99.48% | 99.48% |
19.11.2024 | 4.30% | 0.55 CHF | 0.57 CHF | 76'492 | 50'000 | 77'242 | 50'000 | 41'850 CHF | 28'288 CHF | 94.69% | 94.69% |
18.11.2024 | 4.18% | 0.58 CHF | 0.60 CHF | 76'023 | 50'000 | 76'545 | 43'102 | 43'968 CHF | 25'622 CHF | 95.91% | 95.91% |
15.11.2024 | 3.54% | 0.60 CHF | 0.62 CHF | 76'585 | 50'000 | 76'370 | 50'000 | 46'009 CHF | 31'215 CHF | 58.43% | 58.43% |
14.11.2024 | 3.58% | 0.61 CHF | 0.63 CHF | 77'501 | 50'000 | 76'699 | 50'000 | 47'974 CHF | 32'415 CHF | 91.86% | 91.86% |
13.11.2024 | - | 0.63 CHF | 0.66 CHF | 77'743 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12.11.2024 | 3.06% | 0.64 CHF | 0.66 CHF | 76'779 | 50'000 | 75'618 | 50'000 | 50'623 CHF | 34'516 CHF | 100.00% | 100.00% |
11.11.2024 | 3.29% | 0.71 CHF | 0.73 CHF | 74'000 | 50'000 | 73'752 | 50'000 | 51'833 CHF | 36'318 CHF | 71.95% | 71.95% |
08.11.2024 | 3.39% | 0.64 CHF | 0.66 CHF | 75'489 | 50'000 | 75'546 | 50'000 | 47'430 CHF | 32'472 CHF | 100.00% | 100.00% |
07.11.2024 | 3.67% | 0.64 CHF | 0.66 CHF | 75'482 | 50'000 | 75'711 | 48'634 | 48'305 CHF | 32'223 CHF | 91.15% | 91.15% |