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 | 3.14% | 0.64 CHF | 0.67 CHF | 66'373 | 20'000 | 63'666 | 20'000 | 43'837 CHF | 14'230 CHF | 100.00% | 100.00% |
19.11.2024 | 3.31% | 0.65 CHF | 0.67 CHF | 65'559 | 20'000 | 66'197 | 20'000 | 42'689 CHF | 13'338 CHF | 100.00% | 100.00% |
18.11.2024 | 4.15% | 0.66 CHF | 0.68 CHF | 65'882 | 20'000 | 66'522 | 17'243 | 42'667 CHF | 11'518 CHF | 100.00% | 100.00% |
15.11.2024 | 3.11% | 0.68 CHF | 0.71 CHF | 64'798 | 20'000 | 63'831 | 20'000 | 44'406 CHF | 14'354 CHF | 100.00% | 100.00% |
14.11.2024 | 3.00% | 0.74 CHF | 0.76 CHF | 61'851 | 20'000 | 62'589 | 20'000 | 45'463 CHF | 14'973 CHF | 99.22% | 99.22% |
13.11.2024 | 3.49% | 0.68 CHF | 0.71 CHF | 64'681 | 20'000 | 66'099 | 19'750 | 43'336 CHF | 13'417 CHF | 99.36% | 99.36% |
12.11.2024 | 3.12% | 0.68 CHF | 0.70 CHF | 64'875 | 20'000 | 63'105 | 20'000 | 44'813 CHF | 14'656 CHF | 100.00% | 100.00% |
11.11.2024 | 2.79% | 0.75 CHF | 0.77 CHF | 61'264 | 20'000 | 58'855 | 20'000 | 47'198 CHF | 16'510 CHF | 100.00% | 100.00% |
08.11.2024 | 3.25% | 0.75 CHF | 0.77 CHF | 60'577 | 20'000 | 61'047 | 20'000 | 45'450 CHF | 15'384 CHF | 100.00% | 100.00% |
07.11.2024 | 3.27% | 0.72 CHF | 0.74 CHF | 62'234 | 20'000 | 62'150 | 19'349 | 45'222 CHF | 14'568 CHF | 98.73% | 98.73% |