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 | 2.40% | 0.64 CHF | 0.66 CHF | 80'000 | 25'000 | 84'560 | 25'000 | 53'050 CHF | 16'100 CHF | 99.12% | 99.12% |
19.11.2024 | 2.47% | 0.61 CHF | 0.63 CHF | 90'000 | 25'000 | 69'718 | 23'455 | 47'622 CHF | 16'746 CHF | 94.03% | 94.03% |
18.11.2024 | 2.25% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 62'643 | 23'895 | 52'731 CHF | 20'586 CHF | 99.79% | 99.79% |
15.11.2024 | 1.86% | 0.84 CHF | 0.86 CHF | 60'000 | 25'000 | 60'518 | 25'000 | 51'753 CHF | 21'786 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'165 CHF | 22'949 CHF | 99.44% | 99.44% |
13.11.2024 | 1.83% | 0.89 CHF | 0.91 CHF | 60'000 | 25'000 | 62'421 | 24'964 | 53'706 CHF | 21'912 CHF | 97.95% | 97.95% |
12.11.2024 | 1.66% | 0.96 CHF | 0.98 CHF | 60'000 | 25'000 | 54'666 | 25'000 | 54'451 CHF | 25'340 CHF | 100.00% | 100.00% |
11.11.2024 | 1.52% | 1.04 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'058 CHF | 27'444 CHF | 96.82% | 96.82% |
08.11.2024 | 1.58% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 53'565 | 25'000 | 53'573 CHF | 25'425 CHF | 99.79% | 99.79% |
07.11.2024 | 1.62% | 0.98 CHF | 1.00 CHF | 60'000 | 25'000 | 51'221 | 24'741 | 52'617 CHF | 25'858 CHF | 99.06% | 99.06% |