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 | 3.55% | 0.84 CHF | 0.87 CHF | 60'000 | 50'000 | 59'236 | 49'455 | 52'416 CHF | 45'338 CHF | 98.14% | 98.14% |
19.11.2024 | 2.34% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'809 CHF | 45'904 CHF | 99.69% | 99.69% |
18.11.2024 | 2.76% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 43'505 | 51'876 CHF | 38'604 CHF | 98.95% | 98.95% |
15.11.2024 | 2.66% | 0.82 CHF | 0.85 CHF | 70'000 | 50'000 | 68'648 | 50'000 | 56'610 CHF | 42'359 CHF | 99.59% | 99.59% |
14.11.2024 | 2.44% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 63'693 | 50'000 | 53'419 CHF | 43'020 CHF | 98.95% | 98.95% |
13.11.2024 | 2.51% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 67'907 | 49'392 | 56'107 CHF | 41'895 CHF | 97.27% | 97.27% |
12.11.2024 | 2.33% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'732 CHF | 46'684 CHF | 99.38% | 99.38% |
11.11.2024 | 2.01% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 55'666 | 50'000 | 55'483 CHF | 50'896 CHF | 99.90% | 99.90% |
08.11.2024 | 2.15% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 51'814 | 50'000 | 51'964 CHF | 51'260 CHF | 93.62% | 93.62% |
07.11.2024 | 2.23% | 1.00 CHF | 1.03 CHF | 50'000 | 50'000 | 47'943 | 47'943 | 49'402 CHF | 50'477 CHF | 98.96% | 98.96% |