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 | 3.08% | 0.45 CHF | 0.47 CHF | 81'738 | 50'000 | 80'870 | 50'000 | 39'169 CHF | 24'980 CHF | 99.00% | 99.00% |
19.11.2024 | 2.67% | 0.47 CHF | 0.48 CHF | 81'094 | 50'000 | 80'894 | 50'000 | 38'484 CHF | 24'434 CHF | 100.00% | 100.00% |
18.11.2024 | 2.51% | 0.52 CHF | 0.54 CHF | 80'015 | 50'000 | 79'760 | 50'000 | 42'829 CHF | 27'531 CHF | 100.00% | 100.00% |
15.11.2024 | 2.03% | 0.58 CHF | 0.59 CHF | 79'004 | 50'000 | 79'139 | 50'000 | 45'348 CHF | 29'237 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.57 CHF | 0.59 CHF | 79'064 | 50'000 | 79'156 | 50'000 | 45'638 CHF | 29'392 CHF | 99.22% | 99.22% |
13.11.2024 | 2.07% | 0.53 CHF | 0.54 CHF | 79'765 | 50'000 | 79'375 | 49'710 | 43'057 CHF | 27'538 CHF | 99.36% | 99.36% |
12.11.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 78'709 | 50'000 | 77'343 | 50'000 | 48'412 CHF | 31'889 CHF | 100.00% | 100.00% |
11.11.2024 | 1.64% | 0.69 CHF | 0.70 CHF | 75'807 | 50'000 | 75'819 | 50'000 | 52'036 CHF | 34'884 CHF | 100.00% | 100.00% |
08.11.2024 | 2.27% | 0.63 CHF | 0.64 CHF | 76'657 | 50'000 | 76'669 | 50'000 | 47'585 CHF | 31'747 CHF | 100.00% | 100.00% |
07.11.2024 | 2.06% | 0.65 CHF | 0.67 CHF | 75'970 | 50'000 | 77'522 | 48'696 | 46'291 CHF | 29'750 CHF | 98.73% | 98.73% |