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 | 4.52% | 0.30 CHF | 0.32 CHF | 78'652 | 50'000 | 77'697 | 50'000 | 26'648 CHF | 17'942 CHF | 100.00% | 100.00% |
19.11.2024 | 5.73% | 0.28 CHF | 0.29 CHF | 78'940 | 50'000 | 79'002 | 50'000 | 21'929 CHF | 14'697 CHF | 100.00% | 100.00% |
18.11.2024 | 4.56% | 0.29 CHF | 0.30 CHF | 79'062 | 50'000 | 78'846 | 50'000 | 23'822 CHF | 15'813 CHF | 100.00% | 100.00% |
15.11.2024 | 5.76% | 0.31 CHF | 0.32 CHF | 78'821 | 50'000 | 78'452 | 50'000 | 25'344 CHF | 17'114 CHF | 100.00% | 100.00% |
14.11.2024 | 4.84% | 0.38 CHF | 0.39 CHF | 77'229 | 50'000 | 77'528 | 50'000 | 28'589 CHF | 19'351 CHF | 99.52% | 99.52% |
13.11.2024 | 5.04% | 0.35 CHF | 0.37 CHF | 77'452 | 50'000 | 77'506 | 49'383 | 26'747 CHF | 17'919 CHF | 99.32% | 99.32% |
12.11.2024 | 5.23% | 0.34 CHF | 0.35 CHF | 77'678 | 50'000 | 77'657 | 50'000 | 26'090 CHF | 17'700 CHF | 100.00% | 100.00% |
11.11.2024 | 3.99% | 0.36 CHF | 0.37 CHF | 77'080 | 50'000 | 76'392 | 50'000 | 29'331 CHF | 19'983 CHF | 100.00% | 100.00% |
08.11.2024 | 5.86% | 0.33 CHF | 0.35 CHF | 77'100 | 50'000 | 77'054 | 50'000 | 25'095 CHF | 17'267 CHF | 100.00% | 100.00% |
07.11.2024 | 5.28% | 0.31 CHF | 0.33 CHF | 77'405 | 50'000 | 77'373 | 48'444 | 25'146 CHF | 16'613 CHF | 99.12% | 99.12% |