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 | 2.98% | 0.38 CHF | 0.39 CHF | 81'657 | 50'000 | 80'868 | 50'000 | 33'202 CHF | 21'154 CHF | 99.00% | 99.00% |
19.11.2024 | 3.83% | 0.39 CHF | 0.41 CHF | 81'032 | 50'000 | 80'903 | 50'000 | 32'302 CHF | 20'745 CHF | 100.00% | 100.00% |
18.11.2024 | 2.89% | 0.45 CHF | 0.46 CHF | 80'000 | 50'000 | 79'764 | 50'000 | 36'872 CHF | 23'792 CHF | 100.00% | 100.00% |
15.11.2024 | 2.15% | 0.51 CHF | 0.52 CHF | 78'995 | 50'000 | 79'135 | 50'000 | 39'484 CHF | 25'489 CHF | 100.00% | 100.00% |
14.11.2024 | 2.26% | 0.50 CHF | 0.51 CHF | 79'005 | 50'000 | 79'158 | 50'000 | 39'637 CHF | 25'612 CHF | 99.22% | 99.22% |
13.11.2024 | 2.43% | 0.45 CHF | 0.47 CHF | 79'801 | 50'000 | 79'369 | 49'710 | 37'100 CHF | 23'814 CHF | 99.36% | 99.36% |
12.11.2024 | 2.16% | 0.49 CHF | 0.51 CHF | 78'709 | 50'000 | 77'330 | 50'000 | 42'630 CHF | 28'172 CHF | 100.00% | 100.00% |
11.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 75'807 | 50'000 | 75'829 | 50'000 | 46'376 CHF | 31'080 CHF | 100.00% | 100.00% |
08.11.2024 | 2.28% | 0.55 CHF | 0.56 CHF | 76'731 | 50'000 | 76'643 | 50'000 | 41'881 CHF | 27'953 CHF | 100.00% | 100.00% |
07.11.2024 | 3.31% | 0.58 CHF | 0.59 CHF | 76'000 | 50'000 | 77'472 | 48'696 | 40'281 CHF | 26'231 CHF | 98.73% | 98.73% |