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 | 7.08% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 54'042 | 54'042 | 12'783 CHF | 13'533 CHF | 99.90% | 99.90% |
19.11.2024 | 6.97% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 52'591 | 52'591 | 12'281 CHF | 13'040 CHF | 99.54% | 99.54% |
18.11.2024 | 6.49% | 0.28 CHF | 0.28 CHF | 110'000 | 110'000 | 51'785 | 51'785 | 13'184 CHF | 13'921 CHF | 99.90% | 99.90% |
15.11.2024 | 5.34% | 0.35 CHF | 0.36 CHF | 80'000 | 80'000 | 36'071 | 36'071 | 14'740 CHF | 15'424 CHF | 99.38% | 99.38% |
14.11.2024 | 5.55% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 34'673 | 34'673 | 17'823 CHF | 18'632 CHF | 99.73% | 99.73% |
13.11.2024 | 4.68% | 0.57 CHF | 0.58 CHF | 70'000 | 70'000 | 32'648 | 32'648 | 20'522 CHF | 21'310 CHF | 99.98% | 99.98% |
12.11.2024 | 3.38% | 0.83 CHF | 0.84 CHF | 70'000 | 70'000 | 32'721 | 32'721 | 28'800 CHF | 29'589 CHF | 99.53% | 99.53% |
11.11.2024 | 3.64% | 1.00 CHF | 1.01 CHF | 70'000 | 70'000 | 32'643 | 32'643 | 29'506 CHF | 30'294 CHF | 100.00% | 100.00% |
08.11.2024 | 3.39% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 32'734 | 32'734 | 28'669 CHF | 29'459 CHF | 98.13% | 98.13% |
07.11.2024 | 9.01% | 0.85 CHF | 0.86 CHF | 80'000 | 80'000 | 65'800 | 65'800 | 42'204 CHF | 45'370 CHF | 89.53% | 89.53% |