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 | 6.83% | 1.22 CHF | 1.27 CHF | 50'000 | 30'000 | 42'791 | 11'209 | 53'654 CHF | 14'711 CHF | 99.56% | 99.56% |
19.11.2024 | 6.59% | 1.30 CHF | 1.35 CHF | 40'000 | 30'000 | 40'005 | 11'207 | 52'276 CHF | 15'425 CHF | 99.58% | 99.58% |
18.11.2024 | 5.81% | 1.45 CHF | 1.50 CHF | 40'000 | 20'000 | 40'000 | 7'513 | 59'438 CHF | 11'663 CHF | 98.46% | 98.46% |
15.11.2024 | 5.61% | 1.61 CHF | 1.66 CHF | 40'000 | 20'000 | 40'000 | 7'473 | 61'932 CHF | 12'277 CHF | 99.59% | 99.59% |
14.11.2024 | 5.22% | 1.54 CHF | 1.59 CHF | 40'000 | 20'000 | 35'135 | 7'473 | 57'768 CHF | 12'526 CHF | 99.59% | 99.59% |
13.11.2024 | 5.94% | 1.57 CHF | 1.62 CHF | 40'000 | 20'000 | 40'000 | 7'550 | 58'446 CHF | 11'853 CHF | 97.43% | 97.43% |
12.11.2024 | 5.90% | 1.48 CHF | 1.53 CHF | 40'000 | 30'000 | 40'000 | 11'216 | 58'651 CHF | 17'335 CHF | 99.46% | 99.46% |
11.11.2024 | 4.25% | 1.39 CHF | 1.42 CHF | 40'000 | 30'000 | 46'197 | 11'274 | 57'264 CHF | 15'189 CHF | 98.37% | 98.37% |
08.11.2024 | 4.50% | 1.16 CHF | 1.19 CHF | 50'000 | 30'000 | 50'000 | 11'211 | 58'037 CHF | 13'499 CHF | 99.56% | 99.56% |
07.11.2024 | 4.41% | 1.12 CHF | 1.15 CHF | 50'000 | 30'000 | 50'000 | 13'840 | 56'027 CHF | 16'387 CHF | 57.40% | 57.40% |