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 | 2.14% | 0.41 CHF | 0.42 CHF | 80'281 | 20'000 | 79'473 | 20'000 | 36'897 CHF | 9'489 CHF | 100.00% | 100.00% |
19.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 79'602 | 20'000 | 80'026 | 20'000 | 32'964 CHF | 8'440 CHF | 100.00% | 100.00% |
18.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 80'072 | 20'000 | 80'346 | 20'000 | 33'459 CHF | 8'530 CHF | 100.00% | 100.00% |
15.11.2024 | 2.08% | 0.44 CHF | 0.45 CHF | 80'216 | 20'000 | 79'657 | 20'000 | 37'922 CHF | 9'724 CHF | 100.00% | 100.00% |
14.11.2024 | 1.99% | 0.56 CHF | 0.57 CHF | 78'478 | 20'000 | 79'390 | 20'000 | 39'719 CHF | 10'210 CHF | 99.44% | 99.44% |
13.11.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 80'327 | 20'000 | 80'368 | 19'804 | 31'766 CHF | 8'036 CHF | 98.88% | 98.88% |
12.11.2024 | 2.07% | 0.43 CHF | 0.44 CHF | 79'710 | 20'000 | 79'019 | 20'000 | 37'804 CHF | 9'770 CHF | 100.00% | 100.00% |
11.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 77'142 | 20'000 | 76'847 | 20'000 | 47'975 CHF | 12'686 CHF | 100.00% | 100.00% |
08.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 77'302 | 20'000 | 76'755 | 20'000 | 45'254 CHF | 11'996 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.72 CHF | 0.73 CHF | 75'341 | 20'000 | 74'393 | 16'041 | 51'838 CHF | 11'405 CHF | 16.25% | 16.25% |