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 | 2.78% | 0.63 CHF | 0.64 CHF | 78'769 | 50'000 | 77'703 | 50'000 | 51'962 CHF | 34'385 CHF | 100.00% | 100.00% |
19.11.2024 | 3.09% | 0.60 CHF | 0.62 CHF | 78'976 | 50'000 | 79'015 | 50'000 | 47'716 CHF | 31'145 CHF | 100.00% | 100.00% |
18.11.2024 | 2.96% | 0.61 CHF | 0.63 CHF | 79'062 | 50'000 | 78'833 | 50'000 | 49'367 CHF | 32'254 CHF | 100.00% | 100.00% |
15.11.2024 | 2.25% | 0.63 CHF | 0.65 CHF | 78'821 | 50'000 | 78'477 | 50'000 | 51'185 CHF | 33'355 CHF | 99.99% | 99.99% |
14.11.2024 | 2.63% | 0.70 CHF | 0.72 CHF | 77'229 | 50'000 | 77'517 | 50'000 | 54'030 CHF | 35'779 CHF | 99.52% | 99.52% |
13.11.2024 | 2.69% | 0.68 CHF | 0.70 CHF | 77'452 | 50'000 | 77'509 | 49'383 | 52'133 CHF | 34'120 CHF | 99.32% | 99.32% |
12.11.2024 | 2.36% | 0.66 CHF | 0.68 CHF | 77'678 | 50'000 | 77'642 | 50'000 | 51'553 CHF | 33'991 CHF | 100.00% | 100.00% |
11.11.2024 | 2.36% | 0.68 CHF | 0.70 CHF | 77'032 | 50'000 | 74'305 | 50'000 | 52'347 CHF | 36'113 CHF | 81.37% | 81.37% |
08.11.2024 | 2.29% | 0.65 CHF | 0.67 CHF | 77'139 | 50'000 | 77'033 | 50'000 | 50'309 CHF | 33'411 CHF | 100.00% | 100.00% |
07.11.2024 | 2.42% | 0.64 CHF | 0.65 CHF | 77'405 | 50'000 | 77'392 | 48'444 | 50'431 CHF | 32'360 CHF | 99.12% | 99.12% |