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 | 1.77% | 0.63 CHF | 0.64 CHF | 81'360 | 50'000 | 80'001 | 50'000 | 52'241 CHF | 33'233 CHF | 71.18% | 71.18% |
19.11.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 81'094 | 50'000 | 80'150 | 50'000 | 51'412 CHF | 32'628 CHF | 54.13% | 54.13% |
18.11.2024 | 1.59% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 79'364 | 50'000 | 55'211 CHF | 35'348 CHF | 99.90% | 99.90% |
15.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'981 | 50'000 | 51'789 CHF | 36'999 CHF | 90.02% | 90.02% |
14.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 71'447 | 50'000 | 52'472 CHF | 37'250 CHF | 72.68% | 72.68% |
13.11.2024 | 1.96% | 0.69 CHF | 0.70 CHF | 79'747 | 50'000 | 77'089 | 49'710 | 53'803 CHF | 35'428 CHF | 99.36% | 99.36% |
12.11.2024 | 1.60% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'841 CHF | 39'804 CHF | 100.00% | 100.00% |
11.11.2024 | 1.74% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 62'618 | 50'000 | 52'669 CHF | 42'817 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'534 CHF | 39'535 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'514 | 48'659 | 53'395 CHF | 37'457 CHF | 96.00% | 96.00% |