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 | 2.70% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 79'742 | 25'338 | 54'632 CHF | 17'910 CHF | 99.65% | 99.65% |
19.11.2024 | 2.62% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 78'940 | 25'339 | 55'719 CHF | 18'326 CHF | 99.62% | 99.62% |
18.11.2024 | 2.61% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 25'335 | 56'351 CHF | 18'235 CHF | 99.64% | 99.64% |
15.11.2024 | 2.76% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 83'100 | 29'353 | 54'258 CHF | 20'325 CHF | 56.30% | 56.30% |
14.11.2024 | 3.36% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 98'335 | 20'008 | 53'916 CHF | 11'355 CHF | 99.61% | 99.61% |
13.11.2024 | 3.11% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 25'792 | 52'563 CHF | 15'546 CHF | 96.76% | 96.76% |
12.11.2024 | 3.18% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 25'338 | 52'356 CHF | 15'167 CHF | 99.61% | 99.61% |
11.11.2024 | 3.36% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 99'221 | 20'295 | 53'648 CHF | 11'354 CHF | 96.86% | 96.86% |
08.11.2024 | 3.66% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 103'146 | 20'028 | 52'018 CHF | 10'493 CHF | 99.61% | 99.61% |
07.11.2024 | 3.61% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 100'073 | 20'023 | 50'927 CHF | 10'552 CHF | 99.65% | 99.65% |