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 | 3.01% | 0.59 CHF | 0.61 CHF | 78'769 | 50'000 | 77'713 | 50'000 | 42'418 CHF | 28'115 CHF | 100.00% | 100.00% |
19.11.2024 | 2.63% | 0.61 CHF | 0.63 CHF | 79'044 | 50'000 | 79'001 | 50'000 | 48'261 CHF | 31'355 CHF | 100.00% | 100.00% |
18.11.2024 | 2.73% | 0.61 CHF | 0.62 CHF | 79'112 | 50'000 | 78'831 | 50'000 | 46'407 CHF | 30'246 CHF | 100.00% | 100.00% |
15.11.2024 | 3.33% | 0.59 CHF | 0.60 CHF | 78'821 | 50'000 | 78'452 | 50'000 | 44'543 CHF | 29'345 CHF | 100.00% | 100.00% |
14.11.2024 | 3.42% | 0.52 CHF | 0.53 CHF | 77'229 | 50'000 | 77'528 | 50'000 | 40'547 CHF | 27'060 CHF | 99.52% | 99.52% |
13.11.2024 | 3.21% | 0.54 CHF | 0.56 CHF | 77'452 | 50'000 | 77'506 | 49'383 | 42'410 CHF | 27'895 CHF | 99.32% | 99.32% |
12.11.2024 | 3.19% | 0.56 CHF | 0.57 CHF | 77'678 | 50'000 | 77'657 | 50'000 | 43'179 CHF | 28'700 CHF | 100.00% | 100.00% |
11.11.2024 | 3.39% | 0.54 CHF | 0.56 CHF | 77'106 | 50'000 | 76'396 | 50'000 | 38'999 CHF | 26'399 CHF | 100.00% | 100.00% |
08.11.2024 | 2.23% | 0.57 CHF | 0.58 CHF | 77'100 | 50'000 | 77'049 | 50'000 | 44'056 CHF | 29'234 CHF | 100.00% | 100.00% |
07.11.2024 | 3.01% | 0.59 CHF | 0.61 CHF | 77'471 | 50'000 | 77'359 | 48'444 | 44'282 CHF | 28'536 CHF | 99.12% | 99.12% |