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 | 1.51% | 0.85 CHF | 0.86 CHF | 67'690 | 50'000 | 60'420 | 50'000 | 50'799 CHF | 42'680 CHF | 12.32% | 58.76% |
19.11.2024 | 1.69% | 0.84 CHF | 0.85 CHF | 67'144 | 50'000 | 68'838 | 50'000 | 54'036 CHF | 39'930 CHF | 81.23% | 81.23% |
18.11.2024 | 1.88% | 0.79 CHF | 0.80 CHF | 68'422 | 50'000 | 70'028 | 45'531 | 53'675 CHF | 35'780 CHF | 91.59% | 91.59% |
15.11.2024 | 1.75% | 0.72 CHF | 0.73 CHF | 74'410 | 50'000 | 71'252 | 50'000 | 52'237 CHF | 37'360 CHF | 74.74% | 74.74% |
14.11.2024 | 1.58% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'044 CHF | 45'755 CHF | 99.27% | 99.27% |
13.11.2024 | 1.32% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 49'375 | 52'529 CHF | 43'800 CHF | 99.40% | 99.40% |
12.11.2024 | 1.62% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'871 CHF | 44'779 CHF | 100.00% | 100.00% |
11.11.2024 | 1.56% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'106 CHF | 46'642 CHF | 100.00% | 100.00% |
08.11.2024 | 1.31% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'091 CHF | 45'669 CHF | 100.00% | 100.00% |
07.11.2024 | 1.52% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 61'389 | 48'375 | 52'139 CHF | 41'796 CHF | 94.99% | 94.99% |