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 | 2.02% | 0.74 CHF | 0.76 CHF | 30'000 | 30'000 | 29'903 | 29'903 | 22'698 CHF | 23'103 CHF | 82.88% | 82.88% |
19.11.2024 | 2.17% | 0.73 CHF | 0.74 CHF | 70'000 | 70'000 | 32'050 | 32'050 | 22'922 CHF | 23'357 CHF | 87.01% | 87.01% |
18.11.2024 | 2.21% | 0.70 CHF | 0.72 CHF | 35'000 | 35'000 | 20'341 | 20'341 | 14'344 CHF | 14'634 CHF | 87.74% | 87.74% |
15.11.2024 | 2.37% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 30'821 | 30'821 | 21'412 CHF | 21'852 CHF | 88.69% | 88.69% |
14.11.2024 | 2.48% | 0.67 CHF | 0.68 CHF | 70'000 | 70'000 | 31'972 | 31'972 | 20'565 CHF | 21'007 CHF | 83.30% | 83.30% |
13.11.2024 | 2.54% | 0.66 CHF | 0.67 CHF | 70'000 | 70'000 | 31'118 | 31'118 | 19'896 CHF | 20'329 CHF | 84.81% | 84.81% |
12.11.2024 | 2.29% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 30'457 | 30'457 | 20'656 CHF | 21'080 CHF | 93.70% | 93.70% |
11.11.2024 | 6.41% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 11'760 | 11'760 | 8'772 CHF | 9'212 CHF | 88.31% | 88.31% |
08.11.2024 | 2.40% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 31'092 | 31'092 | 20'789 CHF | 21'215 CHF | 92.73% | 92.73% |
07.11.2024 | 2.47% | 0.66 CHF | 0.67 CHF | 70'000 | 70'000 | 30'757 | 30'757 | 19'893 CHF | 20'325 CHF | 87.02% | 87.02% |