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 | 2.97% | 0.35 CHF | 0.36 CHF | 87'884 | 50'000 | 87'927 | 50'000 | 31'275 CHF | 18'318 CHF | 100.00% | 100.00% |
19.11.2024 | 2.98% | 0.38 CHF | 0.40 CHF | 88'145 | 50'000 | 88'650 | 50'000 | 36'177 CHF | 21'019 CHF | 99.40% | 99.40% |
18.11.2024 | 3.25% | 0.38 CHF | 0.40 CHF | 88'497 | 50'000 | 88'718 | 50'000 | 34'487 CHF | 20'075 CHF | 100.00% | 100.00% |
15.11.2024 | 4.04% | 0.44 CHF | 0.45 CHF | 89'666 | 50'000 | 88'474 | 50'000 | 32'618 CHF | 19'167 CHF | 100.00% | 100.00% |
14.11.2024 | 4.69% | 0.33 CHF | 0.34 CHF | 87'683 | 50'000 | 87'835 | 50'000 | 28'708 CHF | 17'126 CHF | 99.52% | 99.52% |
13.11.2024 | 4.43% | 0.32 CHF | 0.34 CHF | 87'226 | 50'000 | 86'608 | 49'383 | 25'316 CHF | 15'090 CHF | 99.32% | 99.32% |
12.11.2024 | 6.21% | 0.27 CHF | 0.28 CHF | 86'165 | 50'000 | 85'334 | 50'000 | 19'004 CHF | 11'844 CHF | 100.00% | 100.00% |
11.11.2024 | 5.11% | 0.24 CHF | 0.25 CHF | 85'488 | 50'000 | 85'444 | 50'000 | 20'782 CHF | 12'799 CHF | 100.00% | 100.00% |
08.11.2024 | 4.40% | 0.25 CHF | 0.26 CHF | 84'917 | 50'000 | 84'968 | 50'000 | 22'078 CHF | 13'574 CHF | 100.00% | 100.00% |
07.11.2024 | 3.90% | 0.30 CHF | 0.31 CHF | 85'554 | 50'000 | 86'174 | 48'444 | 27'089 CHF | 15'854 CHF | 99.13% | 99.13% |