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 | 4.63% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 89'793 | 25'000 | 53'301 CHF | 15'547 CHF | 100.00% | 100.00% |
19.11.2024 | 2.58% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 82'182 | 25'000 | 53'313 CHF | 16'693 CHF | 100.00% | 100.00% |
18.11.2024 | 2.18% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 89'400 | 22'247 | 53'460 CHF | 13'667 CHF | 95.46% | 95.46% |
15.11.2024 | 2.42% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 63'213 | 20'444 | 37'008 CHF | 12'370 CHF | 100.00% | 100.00% |
14.11.2024 | 2.45% | 0.70 CHF | 0.72 CHF | 80'000 | 25'000 | 81'739 | 25'000 | 53'015 CHF | 16'644 CHF | 99.44% | 99.44% |
13.11.2024 | 2.18% | 0.78 CHF | 0.80 CHF | 70'000 | 25'000 | 96'066 | 24'829 | 52'588 CHF | 14'199 CHF | 93.85% | 93.85% |
12.11.2024 | 1.89% | 0.78 CHF | 0.81 CHF | 12'500 | 12'500 | 48'609 | 24'522 | 52'222 CHF | 26'776 CHF | 98.63% | 98.63% |
11.11.2024 | 1.63% | 1.20 CHF | 1.22 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 60'307 CHF | 30'649 CHF | 93.97% | 93.97% |
08.11.2024 | 1.76% | 1.12 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'766 CHF | 27'870 CHF | 96.20% | 96.20% |
07.11.2024 | 1.78% | 1.10 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 24'221 | 56'453 CHF | 27'853 CHF | 99.06% | 99.06% |