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 | 1.66% | 0.92 CHF | 0.93 CHF | 60'000 | 60'000 | 29'665 | 29'665 | 27'768 CHF | 28'173 CHF | 92.91% | 92.91% |
19.11.2024 | 1.74% | 0.90 CHF | 0.91 CHF | 70'000 | 70'000 | 31'767 | 31'767 | 28'352 CHF | 28'779 CHF | 92.67% | 92.67% |
18.11.2024 | 1.77% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 23'854 | 23'854 | 21'051 CHF | 21'373 CHF | 84.75% | 84.75% |
15.11.2024 | 1.75% | 0.89 CHF | 0.90 CHF | 70'000 | 70'000 | 33'306 | 33'306 | 29'073 CHF | 29'505 CHF | 88.23% | 88.23% |
14.11.2024 | 1.88% | 0.85 CHF | 0.86 CHF | 70'000 | 70'000 | 32'366 | 32'366 | 26'484 CHF | 26'911 CHF | 88.90% | 88.90% |
13.11.2024 | 1.95% | 0.83 CHF | 0.84 CHF | 70'000 | 70'000 | 31'849 | 31'849 | 25'963 CHF | 26'392 CHF | 94.02% | 94.02% |
12.11.2024 | 1.74% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 33'012 | 33'012 | 28'039 CHF | 28'467 CHF | 83.85% | 83.85% |
11.11.2024 | 5.32% | 0.91 CHF | 0.92 CHF | 70'000 | 70'000 | 11'258 | 11'258 | 10'346 CHF | 10'779 CHF | 88.34% | 88.34% |
08.11.2024 | 1.91% | 0.90 CHF | 0.91 CHF | 70'000 | 70'000 | 31'577 | 31'577 | 26'587 CHF | 27'015 CHF | 92.40% | 92.40% |
07.11.2024 | 1.86% | 0.83 CHF | 0.84 CHF | 70'000 | 70'000 | 33'442 | 33'442 | 27'394 CHF | 27'831 CHF | 83.21% | 83.21% |