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 | 4.42% | 0.66 CHF | 0.69 CHF | 50'000 | 50'000 | 49'980 | 49'980 | 33'246 CHF | 34'746 CHF | 99.67% | 99.67% |
19.11.2024 | 3.99% | 0.70 CHF | 0.73 CHF | 50'000 | 50'000 | 49'975 | 49'975 | 36'927 CHF | 38'427 CHF | 99.78% | 99.78% |
18.11.2024 | 3.60% | 0.79 CHF | 0.82 CHF | 50'000 | 50'000 | 49'995 | 49'995 | 40'924 CHF | 42'424 CHF | 98.44% | 98.44% |
15.11.2024 | 3.54% | 0.85 CHF | 0.88 CHF | 50'000 | 50'000 | 49'980 | 49'980 | 41'703 CHF | 43'203 CHF | 97.29% | 97.29% |
14.11.2024 | 2.77% | 1.00 CHF | 1.03 CHF | 40'000 | 40'000 | 39'884 | 39'884 | 42'952 CHF | 44'152 CHF | 96.94% | 96.94% |
13.11.2024 | 6.05% | 1.21 CHF | 1.24 CHF | 40'000 | 40'000 | 15'423 | 15'423 | 18'001 CHF | 18'628 CHF | 96.36% | 96.36% |
12.11.2024 | 2.22% | 1.29 CHF | 1.32 CHF | 40'000 | 40'000 | 39'969 | 39'969 | 53'415 CHF | 54'615 CHF | 99.00% | 99.00% |
11.11.2024 | 2.21% | 1.35 CHF | 1.38 CHF | 40'000 | 40'000 | 39'967 | 39'967 | 53'732 CHF | 54'932 CHF | 99.84% | 99.84% |
08.11.2024 | 2.37% | 1.30 CHF | 1.33 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 50'057 CHF | 51'257 CHF | 98.72% | 98.72% |
07.11.2024 | 2.37% | 1.25 CHF | 1.28 CHF | 40'000 | 40'000 | 39'993 | 39'993 | 50'085 CHF | 51'285 CHF | 99.15% | 99.15% |