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 | 2.24% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 67'702 | 30'091 | 55'008 CHF | 25'497 CHF | 93.94% | 93.94% |
19.11.2024 | 2.67% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 79'642 | 29'798 | 54'434 CHF | 20'812 CHF | 99.67% | 99.67% |
18.11.2024 | 2.07% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 67'142 | 32'119 | 52'960 CHF | 25'147 CHF | 67.17% | 67.17% |
15.11.2024 | 1.55% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 50'706 | 29'796 | 59'174 CHF | 34'580 CHF | 99.67% | 99.67% |
14.11.2024 | 1.25% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 41'842 | 27'875 | 61'988 CHF | 41'401 CHF | 91.57% | 91.57% |
13.11.2024 | 1.15% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 42'186 | 29'229 | 65'272 CHF | 45'842 CHF | 97.11% | 97.11% |
12.11.2024 | 1.14% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 42'425 | 29'254 | 67'388 CHF | 46'680 CHF | 87.57% | 87.57% |
11.11.2024 | 1.10% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 41'122 | 28'846 | 67'565 CHF | 48'087 CHF | 97.48% | 97.48% |
08.11.2024 | 1.29% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 42'166 | 29'886 | 59'414 CHF | 43'101 CHF | 98.64% | 98.64% |
07.11.2024 | 1.41% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 49'982 | 29'934 | 59'200 CHF | 36'237 CHF | 97.63% | 97.63% |