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 | 2.56% | 0.85 CHF | 0.88 CHF | 60'000 | 20'000 | 59'951 | 20'000 | 54'024 CHF | 18'492 CHF | 100.00% | 100.00% |
19.11.2024 | 2.60% | 0.86 CHF | 0.89 CHF | 60'000 | 20'000 | 60'547 | 20'000 | 52'121 CHF | 17'677 CHF | 56.26% | 56.26% |
18.11.2024 | 3.22% | 0.87 CHF | 0.89 CHF | 60'000 | 20'000 | 60'306 | 17'077 | 51'340 CHF | 15'009 CHF | 94.33% | 94.33% |
15.11.2024 | 2.46% | 0.89 CHF | 0.92 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 54'422 CHF | 18'594 CHF | 100.00% | 100.00% |
14.11.2024 | 2.32% | 0.95 CHF | 0.98 CHF | 59'734 | 20'000 | 59'942 | 20'000 | 56'238 CHF | 19'204 CHF | 99.22% | 99.22% |
13.11.2024 | 2.63% | 0.89 CHF | 0.92 CHF | 60'000 | 20'000 | 60'071 | 19'727 | 52'105 CHF | 17'572 CHF | 90.78% | 90.78% |
12.11.2024 | 2.34% | 0.89 CHF | 0.91 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 55'279 CHF | 18'862 CHF | 100.00% | 100.00% |
11.11.2024 | 2.14% | 1.00 CHF | 1.02 CHF | 57'880 | 20'000 | 50'009 | 20'000 | 51'606 CHF | 21'085 CHF | 78.26% | 78.26% |
08.11.2024 | 2.46% | 0.96 CHF | 0.99 CHF | 58'965 | 20'000 | 59'044 | 20'000 | 56'425 CHF | 19'590 CHF | 100.00% | 100.00% |
07.11.2024 | 2.58% | 0.93 CHF | 0.95 CHF | 59'955 | 20'000 | 59'770 | 19'349 | 56'010 CHF | 18'625 CHF | 98.73% | 98.73% |