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 | 2.61% | 0.64 CHF | 0.65 CHF | 60'000 | 60'000 | 35'763 | 35'763 | 21'608 CHF | 22'125 CHF | 99.90% | 99.90% |
19.11.2024 | 2.74% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 35'790 | 35'790 | 20'362 CHF | 20'878 CHF | 98.91% | 98.91% |
18.11.2024 | 2.75% | 0.50 CHF | 0.51 CHF | 60'000 | 60'000 | 35'750 | 35'750 | 16'858 CHF | 17'297 CHF | 99.59% | 99.59% |
15.11.2024 | 2.88% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 35'702 | 35'702 | 15'814 CHF | 16'251 CHF | 99.89% | 99.89% |
14.11.2024 | 2.57% | 0.46 CHF | 0.47 CHF | 60'000 | 60'000 | 36'893 | 36'893 | 15'085 CHF | 15'456 CHF | 98.84% | 98.84% |
13.11.2024 | 3.05% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 35'770 | 35'770 | 17'432 CHF | 17'942 CHF | 100.00% | 100.00% |
12.11.2024 | 3.48% | 0.50 CHF | 0.51 CHF | 60'000 | 60'000 | 33'132 | 33'132 | 16'268 CHF | 16'779 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 35'508 | 35'508 | 23'058 CHF | 23'575 CHF | 99.93% | 99.93% |
08.11.2024 | 3.34% | 0.74 CHF | 0.75 CHF | 60'000 | 60'000 | 22'732 | 22'732 | 16'699 CHF | 16'990 CHF | 99.50% | 99.50% |
07.11.2024 | 2.65% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 26'992 | 26'992 | 20'125 CHF | 20'586 CHF | 98.22% | 98.22% |