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 | 7.24% | 0.50 CHF | 0.54 CHF | 100'000 | 25'000 | 106'820 | 25'000 | 51'854 CHF | 13'094 CHF | 99.12% | 99.12% |
19.11.2024 | 4.02% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 87'029 | 23'491 | 47'014 CHF | 13'737 CHF | 93.73% | 93.73% |
18.11.2024 | 3.70% | 0.76 CHF | 0.78 CHF | 70'000 | 25'000 | 70'295 | 23'895 | 51'955 CHF | 18'328 CHF | 99.79% | 99.79% |
15.11.2024 | 3.37% | 0.74 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'761 CHF | 19'490 CHF | 100.00% | 100.00% |
14.11.2024 | 3.15% | 0.82 CHF | 0.85 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'286 CHF | 20'746 CHF | 99.44% | 99.44% |
13.11.2024 | 2.89% | 0.79 CHF | 0.82 CHF | 70'000 | 25'000 | 70'960 | 24'964 | 53'767 CHF | 19'492 CHF | 97.95% | 97.95% |
12.11.2024 | 2.87% | 0.87 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'430 CHF | 23'340 CHF | 100.00% | 100.00% |
11.11.2024 | 2.54% | 0.96 CHF | 0.98 CHF | 60'000 | 25'000 | 52'466 | 25'000 | 52'351 CHF | 25'623 CHF | 96.82% | 96.82% |
08.11.2024 | 2.79% | 0.93 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'596 CHF | 23'391 CHF | 99.79% | 99.79% |
07.11.2024 | 2.87% | 0.89 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 24'741 | 56'503 CHF | 23'981 CHF | 99.06% | 99.06% |