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 | 3.68% | 0.47 CHF | 0.48 CHF | 71'845 | 25'000 | 71'082 | 25'000 | 28'997 CHF | 10'576 CHF | 100.00% | 100.00% |
19.11.2024 | 3.52% | 0.44 CHF | 0.46 CHF | 71'174 | 25'000 | 71'515 | 25'000 | 33'041 CHF | 11'960 CHF | 100.00% | 100.00% |
18.11.2024 | 4.45% | 0.39 CHF | 0.40 CHF | 70'866 | 25'000 | 70'549 | 25'000 | 24'671 CHF | 9'130 CHF | 93.88% | 93.88% |
15.11.2024 | 4.86% | 0.28 CHF | 0.29 CHF | 69'899 | 25'000 | 70'117 | 25'000 | 21'144 CHF | 7'910 CHF | 100.00% | 100.00% |
14.11.2024 | 3.33% | 0.47 CHF | 0.48 CHF | 71'918 | 25'000 | 71'826 | 25'000 | 32'059 CHF | 11'532 CHF | 99.22% | 99.22% |
13.11.2024 | 2.90% | 0.50 CHF | 0.52 CHF | 72'044 | 25'000 | 71'969 | 24'942 | 36'116 CHF | 12'880 CHF | 99.36% | 99.36% |
12.11.2024 | 4.63% | 0.49 CHF | 0.51 CHF | 71'794 | 25'000 | 70'021 | 25'000 | 23'900 CHF | 8'916 CHF | 100.00% | 100.00% |
11.11.2024 | 5.25% | 0.23 CHF | 0.26 CHF | 68'667 | 25'000 | 68'881 | 25'000 | 17'783 CHF | 6'803 CHF | 51.87% | 100.00% |
08.11.2024 | 6.66% | 0.34 CHF | 0.37 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'643 CHF | 4'961 CHF | 86.95% | 86.95% |
07.11.2024 | 3.11% | 0.46 CHF | 0.47 CHF | 70'582 | 25'000 | 71'239 | 24'739 | 35'298 CHF | 12'588 CHF | 98.73% | 98.73% |