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 | 2.02% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'540 | 50'000 | 48'880 CHF | 30'966 CHF | 99.00% | 99.00% |
19.11.2024 | 2.49% | 0.62 CHF | 0.64 CHF | 81'032 | 50'000 | 80'639 | 50'000 | 49'604 CHF | 31'532 CHF | 100.00% | 100.00% |
18.11.2024 | 2.42% | 0.57 CHF | 0.58 CHF | 80'000 | 50'000 | 79'764 | 50'000 | 44'203 CHF | 28'386 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 79'121 | 50'000 | 79'142 | 50'000 | 41'571 CHF | 26'763 CHF | 100.00% | 100.00% |
14.11.2024 | 2.13% | 0.52 CHF | 0.54 CHF | 79'064 | 50'000 | 79'156 | 50'000 | 41'336 CHF | 26'670 CHF | 99.22% | 99.22% |
13.11.2024 | 2.04% | 0.57 CHF | 0.58 CHF | 79'765 | 50'000 | 79'375 | 49'710 | 44'145 CHF | 28'204 CHF | 99.36% | 99.36% |
12.11.2024 | 2.45% | 0.53 CHF | 0.54 CHF | 78'709 | 50'000 | 77'343 | 50'000 | 36'534 CHF | 24'196 CHF | 100.00% | 100.00% |
11.11.2024 | 2.72% | 0.41 CHF | 0.42 CHF | 75'807 | 50'000 | 75'819 | 50'000 | 31'263 CHF | 21'183 CHF | 100.00% | 100.00% |
08.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 76'731 | 50'000 | 76'657 | 50'000 | 36'871 CHF | 24'547 CHF | 100.00% | 100.00% |
07.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 76'000 | 50'000 | 77'488 | 48'696 | 38'953 CHF | 24'927 CHF | 98.73% | 98.73% |