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 | 3.04% | 0.46 CHF | 0.47 CHF | 78'711 | 50'000 | 77'713 | 50'000 | 38'757 CHF | 25'715 CHF | 100.00% | 100.00% |
19.11.2024 | 3.45% | 0.43 CHF | 0.45 CHF | 79'044 | 50'000 | 79'002 | 50'000 | 34'278 CHF | 22'458 CHF | 100.00% | 100.00% |
18.11.2024 | 4.05% | 0.44 CHF | 0.46 CHF | 79'062 | 50'000 | 78'833 | 50'000 | 35'966 CHF | 23'754 CHF | 100.00% | 100.00% |
15.11.2024 | 3.74% | 0.46 CHF | 0.48 CHF | 78'821 | 50'000 | 78'481 | 50'000 | 37'440 CHF | 24'763 CHF | 99.99% | 99.99% |
14.11.2024 | 3.11% | 0.53 CHF | 0.55 CHF | 77'229 | 50'000 | 77'506 | 50'000 | 40'846 CHF | 27'183 CHF | 99.52% | 99.52% |
13.11.2024 | 3.17% | 0.51 CHF | 0.53 CHF | 77'413 | 50'000 | 77'510 | 49'383 | 38'957 CHF | 25'615 CHF | 99.32% | 99.32% |
12.11.2024 | 3.15% | 0.49 CHF | 0.51 CHF | 77'678 | 50'000 | 77'642 | 50'000 | 38'354 CHF | 25'491 CHF | 100.00% | 100.00% |
11.11.2024 | 3.07% | 0.51 CHF | 0.53 CHF | 77'032 | 50'000 | 76'395 | 50'000 | 41'217 CHF | 27'827 CHF | 100.00% | 100.00% |
08.11.2024 | 3.09% | 0.48 CHF | 0.50 CHF | 77'139 | 50'000 | 77'033 | 50'000 | 37'213 CHF | 24'911 CHF | 100.00% | 100.00% |
07.11.2024 | 3.26% | 0.47 CHF | 0.48 CHF | 77'405 | 50'000 | 77'392 | 48'444 | 37'274 CHF | 24'125 CHF | 99.12% | 99.12% |