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 | 3.82% | 0.26 CHF | 0.27 CHF | 81'738 | 50'000 | 80'882 | 50'000 | 23'696 CHF | 15'223 CHF | 99.00% | 99.00% |
19.11.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 81'032 | 50'000 | 80'903 | 50'000 | 23'041 CHF | 14'791 CHF | 100.00% | 100.00% |
18.11.2024 | 3.18% | 0.33 CHF | 0.34 CHF | 80'015 | 50'000 | 79'769 | 50'000 | 27'586 CHF | 17'850 CHF | 100.00% | 100.00% |
15.11.2024 | 3.43% | 0.39 CHF | 0.40 CHF | 79'004 | 50'000 | 79'133 | 50'000 | 30'051 CHF | 19'652 CHF | 100.00% | 100.00% |
14.11.2024 | 3.69% | 0.38 CHF | 0.39 CHF | 79'064 | 50'000 | 79'144 | 50'000 | 30'248 CHF | 19'830 CHF | 99.22% | 99.22% |
13.11.2024 | 3.90% | 0.34 CHF | 0.35 CHF | 79'747 | 50'000 | 79'386 | 49'710 | 27'688 CHF | 18'029 CHF | 99.36% | 99.36% |
12.11.2024 | 2.89% | 0.38 CHF | 0.39 CHF | 78'709 | 50'000 | 77'324 | 50'000 | 33'504 CHF | 22'304 CHF | 100.00% | 100.00% |
11.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 75'807 | 50'000 | 75'792 | 50'000 | 37'617 CHF | 25'317 CHF | 100.00% | 100.00% |
08.11.2024 | 2.67% | 0.43 CHF | 0.45 CHF | 76'731 | 50'000 | 76'666 | 50'000 | 32'891 CHF | 22'035 CHF | 100.00% | 100.00% |
07.11.2024 | 2.66% | 0.46 CHF | 0.47 CHF | 76'000 | 50'000 | 77'481 | 48'696 | 31'517 CHF | 20'405 CHF | 98.73% | 98.73% |