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 | 4.01% | 0.75 CHF | 0.78 CHF | 60'000 | 60'000 | 59'435 | 59'435 | 44'113 CHF | 45'898 CHF | 99.70% | 99.70% |
19.11.2024 | 4.55% | 0.68 CHF | 0.71 CHF | 60'000 | 60'000 | 59'431 | 59'431 | 38'789 CHF | 40'573 CHF | 98.94% | 98.94% |
18.11.2024 | 4.36% | 0.70 CHF | 0.73 CHF | 60'000 | 60'000 | 59'438 | 59'438 | 40'494 CHF | 42'279 CHF | 100.00% | 100.00% |
15.11.2024 | 4.28% | 0.62 CHF | 0.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'305 CHF | 43'105 CHF | 71.81% | 71.81% |
14.11.2024 | 4.08% | 0.71 CHF | 0.74 CHF | 60'000 | 60'000 | 59'437 | 59'437 | 43'261 CHF | 45'046 CHF | 100.00% | 100.00% |
13.11.2024 | 3.92% | 0.73 CHF | 0.76 CHF | 60'000 | 60'000 | 59'404 | 59'404 | 45'084 CHF | 46'868 CHF | 94.54% | 94.54% |
12.11.2024 | 3.29% | 0.81 CHF | 0.84 CHF | 60'000 | 60'000 | 59'440 | 59'435 | 53'938 CHF | 55'718 CHF | 100.00% | 100.00% |
11.11.2024 | 3.25% | 0.91 CHF | 0.94 CHF | 60'000 | 60'000 | 59'438 | 59'438 | 54'601 CHF | 56'386 CHF | 100.00% | 100.00% |
08.11.2024 | 3.29% | 0.92 CHF | 0.95 CHF | 60'000 | 60'000 | 59'438 | 59'438 | 53'874 CHF | 55'659 CHF | 100.00% | 100.00% |
07.11.2024 | 3.57% | 0.87 CHF | 0.90 CHF | 60'000 | 60'000 | 59'439 | 59'425 | 49'657 CHF | 51'430 CHF | 100.00% | 100.00% |