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 | 3.21% | 0.54 CHF | 0.55 CHF | 78'769 | 50'000 | 77'703 | 50'000 | 44'969 CHF | 29'885 CHF | 100.00% | 100.00% |
19.11.2024 | 3.63% | 0.51 CHF | 0.53 CHF | 78'976 | 50'000 | 79'015 | 50'000 | 40'605 CHF | 26'645 CHF | 100.00% | 100.00% |
18.11.2024 | 3.45% | 0.52 CHF | 0.54 CHF | 79'062 | 50'000 | 78'833 | 50'000 | 42'272 CHF | 27'754 CHF | 100.00% | 100.00% |
15.11.2024 | 2.61% | 0.54 CHF | 0.56 CHF | 78'821 | 50'000 | 78'477 | 50'000 | 44'122 CHF | 28'855 CHF | 99.99% | 99.99% |
14.11.2024 | 3.01% | 0.61 CHF | 0.63 CHF | 77'229 | 50'000 | 77'517 | 50'000 | 47'053 CHF | 31'279 CHF | 99.52% | 99.52% |
13.11.2024 | 3.10% | 0.59 CHF | 0.61 CHF | 77'452 | 50'000 | 77'510 | 49'383 | 45'158 CHF | 29'676 CHF | 99.32% | 99.32% |
12.11.2024 | 2.72% | 0.57 CHF | 0.59 CHF | 77'678 | 50'000 | 77'642 | 50'000 | 44'565 CHF | 29'491 CHF | 100.00% | 100.00% |
11.11.2024 | 2.68% | 0.59 CHF | 0.61 CHF | 77'032 | 50'000 | 76'395 | 50'000 | 47'328 CHF | 31'827 CHF | 100.00% | 100.00% |
08.11.2024 | 3.09% | 0.57 CHF | 0.58 CHF | 77'139 | 50'000 | 77'030 | 50'000 | 43'547 CHF | 29'154 CHF | 100.00% | 100.00% |
07.11.2024 | 3.34% | 0.55 CHF | 0.56 CHF | 77'471 | 50'000 | 77'378 | 48'444 | 43'459 CHF | 28'156 CHF | 99.12% | 99.12% |