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 | 2.07% | 0.51 CHF | 0.52 CHF | 81'576 | 50'000 | 80'858 | 50'000 | 38'765 CHF | 24'466 CHF | 99.00% | 99.00% |
19.11.2024 | 2.16% | 0.50 CHF | 0.51 CHF | 81'094 | 50'000 | 80'905 | 50'000 | 39'703 CHF | 25'066 CHF | 100.00% | 100.00% |
18.11.2024 | 2.70% | 0.44 CHF | 0.45 CHF | 79'954 | 50'000 | 79'780 | 50'000 | 34'125 CHF | 21'969 CHF | 100.00% | 100.00% |
15.11.2024 | 2.91% | 0.39 CHF | 0.40 CHF | 79'004 | 50'000 | 79'139 | 50'000 | 31'283 CHF | 20'348 CHF | 100.00% | 100.00% |
14.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 79'064 | 50'000 | 79'166 | 50'000 | 31'148 CHF | 20'170 CHF | 99.22% | 99.22% |
13.11.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 79'765 | 50'000 | 79'374 | 49'710 | 33'919 CHF | 21'746 CHF | 99.36% | 99.36% |
12.11.2024 | 3.61% | 0.40 CHF | 0.41 CHF | 78'709 | 50'000 | 77'324 | 50'000 | 26'604 CHF | 17'828 CHF | 100.00% | 100.00% |
11.11.2024 | 5.06% | 0.28 CHF | 0.29 CHF | 75'807 | 50'000 | 75'820 | 50'000 | 21'509 CHF | 14'920 CHF | 100.00% | 100.00% |
08.11.2024 | 3.52% | 0.35 CHF | 0.36 CHF | 76'731 | 50'000 | 76'643 | 50'000 | 26'900 CHF | 18'176 CHF | 100.00% | 100.00% |
07.11.2024 | 4.53% | 0.32 CHF | 0.33 CHF | 76'000 | 50'000 | 77'472 | 48'696 | 28'874 CHF | 18'911 CHF | 98.73% | 98.73% |