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 | 6.05% | 0.84 CHF | 0.89 CHF | 50'116 | 20'000 | 48'955 | 20'000 | 43'900 CHF | 19'066 CHF | 100.00% | 100.00% |
19.11.2024 | 3.69% | 0.86 CHF | 0.89 CHF | 49'775 | 20'000 | 50'112 | 20'000 | 42'572 CHF | 17'633 CHF | 100.00% | 100.00% |
18.11.2024 | 4.42% | 0.87 CHF | 0.90 CHF | 50'022 | 20'000 | 50'402 | 17'243 | 42'596 CHF | 15'231 CHF | 100.00% | 100.00% |
15.11.2024 | 3.70% | 0.90 CHF | 0.93 CHF | 49'749 | 20'000 | 49'344 | 20'000 | 45'089 CHF | 18'965 CHF | 100.00% | 100.00% |
14.11.2024 | 3.29% | 0.97 CHF | 1.01 CHF | 48'461 | 20'000 | 48'890 | 20'000 | 46'594 CHF | 19'701 CHF | 99.22% | 99.22% |
13.11.2024 | 3.81% | 0.90 CHF | 0.93 CHF | 49'781 | 20'000 | 50'457 | 19'750 | 43'387 CHF | 17'651 CHF | 99.36% | 99.36% |
12.11.2024 | 3.49% | 0.89 CHF | 0.92 CHF | 49'951 | 20'000 | 49'126 | 20'000 | 45'659 CHF | 19'251 CHF | 100.00% | 100.00% |
11.11.2024 | 3.20% | 0.98 CHF | 1.01 CHF | 48'287 | 20'000 | 47'193 | 20'000 | 49'249 CHF | 21'563 CHF | 100.00% | 100.00% |
08.11.2024 | 3.32% | 0.98 CHF | 1.01 CHF | 48'082 | 20'000 | 48'326 | 20'000 | 47'030 CHF | 20'123 CHF | 100.00% | 100.00% |
07.11.2024 | 3.50% | 0.94 CHF | 0.98 CHF | 49'037 | 20'000 | 49'093 | 19'349 | 46'710 CHF | 19'093 CHF | 98.73% | 98.73% |