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 | 2.36% | 0.96 CHF | 0.98 CHF | 57'281 | 20'000 | 52'671 | 20'000 | 53'047 CHF | 20'671 CHF | 100.00% | 100.00% |
19.11.2024 | 2.38% | 0.97 CHF | 0.99 CHF | 56'743 | 20'000 | 56'545 | 20'000 | 54'100 CHF | 19'613 CHF | 100.00% | 100.00% |
18.11.2024 | 2.96% | 0.97 CHF | 1.00 CHF | 56'966 | 20'000 | 57'419 | 17'243 | 54'763 CHF | 16'936 CHF | 100.00% | 100.00% |
15.11.2024 | 2.35% | 1.00 CHF | 1.02 CHF | 56'459 | 20'000 | 50'456 | 20'000 | 51'207 CHF | 20'784 CHF | 99.09% | 99.09% |
14.11.2024 | 2.26% | 1.07 CHF | 1.09 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 52'450 CHF | 21'460 CHF | 99.22% | 99.22% |
13.11.2024 | 2.33% | 1.00 CHF | 1.02 CHF | 56'498 | 20'000 | 56'942 | 19'720 | 54'948 CHF | 19'489 CHF | 88.61% | 88.61% |
12.11.2024 | 2.20% | 0.99 CHF | 1.02 CHF | 56'389 | 20'000 | 50'455 | 20'000 | 51'928 CHF | 21'049 CHF | 100.00% | 100.00% |
11.11.2024 | 2.71% | 1.07 CHF | 1.10 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 56'659 CHF | 23'287 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 1.08 CHF | 1.10 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 53'408 CHF | 21'831 CHF | 100.00% | 100.00% |
07.11.2024 | 2.17% | 1.04 CHF | 1.06 CHF | 50'000 | 20'000 | 50'015 | 19'969 | 52'539 CHF | 21'438 CHF | 93.75% | 93.75% |