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 | 3.37% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 25'333 | 51'944 CHF | 19'499 CHF | 99.69% | 99.69% |
19.11.2024 | 3.27% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 25'334 | 53'394 CHF | 19'911 CHF | 99.66% | 99.66% |
18.11.2024 | 3.28% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 25'332 | 53'302 CHF | 19'831 CHF | 99.67% | 99.67% |
15.11.2024 | 3.14% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 76'188 | 29'339 | 54'192 CHF | 22'143 CHF | 56.35% | 56.35% |
14.11.2024 | 4.11% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 88'557 | 20'005 | 53'647 CHF | 12'639 CHF | 99.66% | 99.66% |
13.11.2024 | 3.87% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 79'998 | 25'788 | 51'297 CHF | 17'176 CHF | 96.80% | 96.80% |
12.11.2024 | 3.88% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 25'331 | 51'127 CHF | 16'764 CHF | 99.68% | 99.68% |
11.11.2024 | 4.14% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 89'734 | 20'290 | 53'653 CHF | 12'647 CHF | 96.93% | 96.93% |
08.11.2024 | 4.43% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 93'250 | 20'025 | 52'331 CHF | 11'764 CHF | 99.66% | 99.66% |
07.11.2024 | 4.38% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 90'023 | 20'021 | 50'960 CHF | 11'828 CHF | 99.68% | 99.68% |