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 | 4.99% | 0.68 CHF | 0.71 CHF | 70'000 | 70'000 | 32'670 | 32'670 | 22'632 CHF | 23'719 CHF | 99.90% | 99.90% |
19.11.2024 | 5.31% | 0.66 CHF | 0.69 CHF | 70'000 | 70'000 | 32'638 | 32'638 | 21'325 CHF | 22'411 CHF | 100.00% | 100.00% |
18.11.2024 | 5.31% | 0.64 CHF | 0.67 CHF | 70'000 | 70'000 | 23'164 | 23'164 | 14'972 CHF | 15'743 CHF | 99.90% | 99.90% |
15.11.2024 | 5.49% | 0.66 CHF | 0.69 CHF | 80'000 | 80'000 | 34'803 | 34'803 | 22'207 CHF | 23'358 CHF | 99.90% | 99.90% |
14.11.2024 | 5.83% | 0.62 CHF | 0.65 CHF | 80'000 | 80'000 | 34'771 | 34'771 | 20'665 CHF | 21'815 CHF | 100.00% | 100.00% |
13.11.2024 | 5.91% | 0.61 CHF | 0.64 CHF | 80'000 | 80'000 | 34'771 | 34'771 | 20'623 CHF | 21'773 CHF | 100.00% | 100.00% |
12.11.2024 | 5.48% | 0.59 CHF | 0.62 CHF | 80'000 | 80'000 | 33'681 | 33'681 | 20'851 CHF | 21'968 CHF | 99.90% | 99.90% |
11.11.2024 | 9.75% | 0.67 CHF | 0.70 CHF | 70'000 | 70'000 | 11'636 | 11'636 | 7'907 CHF | 8'584 CHF | 99.88% | 99.88% |
08.11.2024 | 5.77% | 0.66 CHF | 0.69 CHF | 80'000 | 80'000 | 34'768 | 34'768 | 21'357 CHF | 22'507 CHF | 100.00% | 100.00% |
07.11.2024 | 5.80% | 0.60 CHF | 0.63 CHF | 80'000 | 80'000 | 34'802 | 34'802 | 20'747 CHF | 21'898 CHF | 99.89% | 99.89% |