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 | 5.24% | 0.40 CHF | 0.41 CHF | 78'769 | 50'000 | 77'703 | 50'000 | 27'384 CHF | 18'558 CHF | 100.00% | 100.00% |
19.11.2024 | 4.45% | 0.42 CHF | 0.44 CHF | 78'976 | 50'000 | 79'015 | 50'000 | 32'961 CHF | 21'803 CHF | 100.00% | 100.00% |
18.11.2024 | 4.66% | 0.41 CHF | 0.43 CHF | 79'062 | 50'000 | 78'833 | 50'000 | 31'135 CHF | 20'687 CHF | 100.00% | 100.00% |
15.11.2024 | 4.74% | 0.39 CHF | 0.41 CHF | 78'821 | 50'000 | 78'481 | 50'000 | 29'413 CHF | 19'645 CHF | 99.99% | 99.99% |
14.11.2024 | 3.92% | 0.32 CHF | 0.34 CHF | 77'264 | 50'000 | 77'510 | 50'000 | 25'674 CHF | 17'221 CHF | 99.52% | 99.52% |
13.11.2024 | 4.07% | 0.35 CHF | 0.36 CHF | 77'452 | 50'000 | 77'505 | 49'383 | 27'487 CHF | 18'234 CHF | 99.32% | 99.32% |
12.11.2024 | 4.75% | 0.36 CHF | 0.38 CHF | 77'556 | 50'000 | 77'644 | 50'000 | 28'265 CHF | 19'084 CHF | 100.00% | 100.00% |
11.11.2024 | 5.52% | 0.35 CHF | 0.36 CHF | 77'080 | 50'000 | 76'397 | 50'000 | 24'304 CHF | 16'795 CHF | 100.00% | 100.00% |
08.11.2024 | 5.11% | 0.37 CHF | 0.39 CHF | 77'100 | 50'000 | 77'054 | 50'000 | 28'870 CHF | 19'716 CHF | 100.00% | 100.00% |
07.11.2024 | 4.52% | 0.39 CHF | 0.41 CHF | 77'405 | 50'000 | 77'373 | 48'444 | 29'208 CHF | 19'088 CHF | 99.12% | 99.12% |