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 | 5.90% | 0.95 CHF | 0.98 CHF | 60'000 | 30'000 | 60'000 | 11'210 | 53'179 CHF | 10'706 CHF | 99.58% | 99.58% |
19.11.2024 | 6.12% | 0.88 CHF | 0.91 CHF | 60'000 | 30'000 | 62'098 | 11'210 | 52'698 CHF | 10'140 CHF | 99.60% | 99.60% |
18.11.2024 | 6.92% | 0.79 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 18'784 | 52'329 CHF | 15'056 CHF | 98.48% | 98.48% |
15.11.2024 | 7.11% | 0.71 CHF | 0.74 CHF | 80'000 | 50'000 | 71'793 | 18'684 | 51'904 CHF | 14'260 CHF | 99.61% | 99.61% |
14.11.2024 | 7.81% | 0.75 CHF | 0.78 CHF | 70'000 | 50'000 | 78'590 | 18'684 | 52'239 CHF | 13'906 CHF | 99.61% | 99.61% |
13.11.2024 | 6.66% | 0.73 CHF | 0.76 CHF | 70'000 | 30'000 | 70'000 | 11'321 | 53'917 CHF | 9'065 CHF | 97.55% | 97.55% |
12.11.2024 | 6.74% | 0.78 CHF | 0.81 CHF | 70'000 | 30'000 | 70'000 | 11'217 | 53'755 CHF | 9'155 CHF | 99.48% | 99.48% |
11.11.2024 | 8.45% | 0.85 CHF | 0.90 CHF | 60'000 | 30'000 | 54'021 | 11'275 | 53'502 CHF | 11'394 CHF | 98.39% | 98.39% |
08.11.2024 | 7.90% | 1.12 CHF | 1.17 CHF | 50'000 | 30'000 | 50'000 | 11'212 | 54'303 CHF | 13'172 CHF | 99.58% | 99.58% |
07.11.2024 | 6.95% | 1.17 CHF | 1.22 CHF | 50'000 | 30'000 | 50'000 | 13'840 | 57'677 CHF | 16'576 CHF | 57.42% | 57.42% |