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 | 1.42% | 0.75 CHF | 0.76 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 25'779 CHF | 26'137 CHF | 99.90% | 99.90% |
19.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 65'000 | 65'000 | 35'867 | 35'866 | 24'682 CHF | 25'041 CHF | 98.91% | 98.91% |
18.11.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 65'000 | 65'000 | 35'752 | 35'752 | 21'780 CHF | 22'139 CHF | 99.42% | 99.42% |
15.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 65'000 | 65'000 | 35'701 | 35'701 | 20'731 CHF | 21'090 CHF | 99.89% | 99.89% |
14.11.2024 | 1.89% | 0.59 CHF | 0.60 CHF | 65'000 | 65'000 | 36'262 | 36'262 | 19'904 CHF | 20'267 CHF | 98.84% | 98.84% |
13.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 65'000 | 65'000 | 35'804 | 35'804 | 21'885 CHF | 22'243 CHF | 100.00% | 100.00% |
12.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 65'000 | 65'000 | 33'715 | 33'714 | 20'785 CHF | 21'123 CHF | 98.91% | 98.91% |
11.11.2024 | 1.36% | 0.67 CHF | 0.68 CHF | 65'000 | 65'000 | 35'512 | 35'512 | 26'372 CHF | 26'731 CHF | 99.93% | 99.93% |
08.11.2024 | 2.35% | 0.82 CHF | 0.83 CHF | 65'000 | 65'000 | 24'622 | 24'622 | 20'117 CHF | 20'387 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 28'896 | 28'896 | 23'896 CHF | 24'186 CHF | 97.57% | 97.57% |