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 | 1.25% | 0.83 CHF | 0.84 CHF | 70'000 | 60'000 | 69'902 | 36'514 | 55'403 CHF | 29'504 CHF | 99.61% | 99.61% |
19.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 70'000 | 60'000 | 70'000 | 36'515 | 53'429 CHF | 28'306 CHF | 99.63% | 99.63% |
18.11.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 80'000 | 60'000 | 79'993 | 36'589 | 54'627 CHF | 25'429 CHF | 98.51% | 98.51% |
15.11.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 80'000 | 60'000 | 80'000 | 36'515 | 52'912 CHF | 24'422 CHF | 99.63% | 99.63% |
14.11.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 80'000 | 60'000 | 87'771 | 36'515 | 53'921 CHF | 23'179 CHF | 99.63% | 99.63% |
13.11.2024 | 1.43% | 0.65 CHF | 0.66 CHF | 80'000 | 60'000 | 79'946 | 36'653 | 55'733 CHF | 25'720 CHF | 97.57% | 97.57% |
12.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 60'000 | 78'777 | 36'523 | 54'619 CHF | 25'710 CHF | 99.51% | 99.51% |
11.11.2024 | 1.19% | 0.75 CHF | 0.76 CHF | 70'000 | 60'000 | 63'729 | 36'595 | 53'292 CHF | 30'581 CHF | 98.42% | 98.42% |
08.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 60'000 | 36'517 | 53'189 CHF | 32'804 CHF | 99.60% | 99.60% |
07.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 60'000 | 60'000 | 60'000 | 39'801 | 55'284 CHF | 36'787 CHF | 57.44% | 57.44% |