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 | 5.14% | 1.09 CHF | 1.08 CHF | 50'000 | 10'000 | 51'677 | 10'000 | 52'288 CHF | 10'660 CHF | 4.75% | 90.63% |
19.11.2024 | 5.90% | 0.87 CHF | 0.92 CHF | 60'000 | 10'000 | 64'634 | 10'000 | 53'500 CHF | 8'796 CHF | 92.22% | 92.22% |
18.11.2024 | 7.03% | 0.89 CHF | 0.94 CHF | 60'000 | 10'000 | 60'106 | 9'449 | 52'355 CHF | 8'818 CHF | 100.00% | 100.00% |
15.11.2024 | 5.38% | 0.90 CHF | 0.95 CHF | 60'000 | 10'000 | 60'000 | 10'000 | 54'914 CHF | 9'658 CHF | 94.51% | 94.51% |
14.11.2024 | 5.10% | 0.96 CHF | 1.01 CHF | 60'000 | 10'000 | 60'000 | 10'000 | 57'579 CHF | 10'099 CHF | 99.22% | 99.22% |
13.11.2024 | 5.81% | 0.87 CHF | 0.92 CHF | 60'000 | 10'000 | 60'383 | 9'966 | 51'464 CHF | 9'002 CHF | 74.89% | 74.89% |
12.11.2024 | 5.35% | 0.84 CHF | 0.89 CHF | 60'000 | 10'000 | 60'000 | 10'000 | 55'103 CHF | 9'688 CHF | 100.00% | 100.00% |
11.11.2024 | 5.12% | 0.97 CHF | 1.02 CHF | 60'000 | 10'000 | 58'513 | 10'000 | 57'396 CHF | 10'332 CHF | 100.00% | 100.00% |
08.11.2024 | 5.43% | 1.00 CHF | 1.05 CHF | 59'154 | 10'000 | 55'811 | 10'000 | 55'345 CHF | 10'484 CHF | 50.74% | 50.74% |
07.11.2024 | 5.47% | 1.03 CHF | 1.08 CHF | 50'000 | 10'000 | 51'038 | 9'839 | 52'105 CHF | 10'621 CHF | 79.78% | 79.78% |