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 | 1.96% | 0.53 CHF | 0.54 CHF | 81'738 | 50'000 | 80'882 | 50'000 | 45'253 CHF | 28'535 CHF | 99.00% | 99.00% |
19.11.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 81'094 | 50'000 | 80'905 | 50'000 | 44'383 CHF | 27'968 CHF | 100.00% | 100.00% |
18.11.2024 | 1.89% | 0.60 CHF | 0.61 CHF | 79'954 | 50'000 | 79'780 | 50'000 | 48'714 CHF | 31'114 CHF | 100.00% | 100.00% |
15.11.2024 | 2.18% | 0.65 CHF | 0.67 CHF | 78'995 | 50'000 | 79'128 | 50'000 | 51'015 CHF | 32'948 CHF | 100.00% | 100.00% |
14.11.2024 | 1.98% | 0.65 CHF | 0.66 CHF | 79'005 | 50'000 | 79'154 | 50'000 | 51'275 CHF | 33'039 CHF | 99.22% | 99.22% |
13.11.2024 | 2.26% | 0.60 CHF | 0.61 CHF | 79'801 | 50'000 | 79'378 | 49'710 | 48'709 CHF | 31'208 CHF | 99.36% | 99.36% |
12.11.2024 | 1.90% | 0.64 CHF | 0.65 CHF | 78'767 | 50'000 | 77'106 | 50'000 | 53'574 CHF | 35'419 CHF | 84.34% | 84.34% |
11.11.2024 | 1.66% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'037 CHF | 38'518 CHF | 100.00% | 100.00% |
08.11.2024 | 1.66% | 0.70 CHF | 0.71 CHF | 76'670 | 50'000 | 76'703 | 50'000 | 53'209 CHF | 35'267 CHF | 93.30% | 93.30% |
07.11.2024 | 1.71% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 76'498 | 48'688 | 51'087 CHF | 33'186 CHF | 98.13% | 98.13% |