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 | 2.84% | 0.49 CHF | 0.51 CHF | 87'827 | 50'000 | 87'928 | 50'000 | 44'081 CHF | 25'784 CHF | 100.00% | 100.00% |
19.11.2024 | 2.19% | 0.53 CHF | 0.55 CHF | 88'127 | 50'000 | 88'640 | 50'000 | 49'373 CHF | 28'466 CHF | 99.40% | 99.40% |
18.11.2024 | 2.35% | 0.53 CHF | 0.55 CHF | 88'497 | 50'000 | 88'718 | 50'000 | 47'795 CHF | 27'575 CHF | 100.00% | 100.00% |
15.11.2024 | 2.09% | 0.59 CHF | 0.60 CHF | 89'666 | 50'000 | 88'458 | 50'000 | 45'882 CHF | 26'467 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.47 CHF | 0.49 CHF | 87'683 | 50'000 | 87'830 | 50'000 | 41'821 CHF | 24'341 CHF | 99.52% | 99.52% |
13.11.2024 | 2.97% | 0.47 CHF | 0.49 CHF | 87'226 | 50'000 | 86'608 | 49'383 | 38'298 CHF | 22'498 CHF | 99.32% | 99.32% |
12.11.2024 | 3.75% | 0.42 CHF | 0.43 CHF | 86'165 | 50'000 | 85'334 | 50'000 | 31'804 CHF | 19'344 CHF | 100.00% | 100.00% |
11.11.2024 | 3.19% | 0.39 CHF | 0.40 CHF | 85'488 | 50'000 | 85'444 | 50'000 | 33'599 CHF | 20'298 CHF | 100.00% | 100.00% |
08.11.2024 | 3.41% | 0.39 CHF | 0.41 CHF | 84'917 | 50'000 | 84'967 | 50'000 | 34'475 CHF | 20'991 CHF | 100.00% | 100.00% |
07.11.2024 | 3.31% | 0.44 CHF | 0.46 CHF | 85'613 | 50'000 | 86'171 | 48'444 | 39'746 CHF | 23'121 CHF | 99.13% | 99.13% |