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 | 2.80% | 0.79 CHF | 0.80 CHF | 30'000 | 30'000 | 16'261 | 16'261 | 13'384 CHF | 13'703 CHF | 99.83% | 99.83% |
19.11.2024 | 3.10% | 0.76 CHF | 0.77 CHF | 40'000 | 40'000 | 18'503 | 18'503 | 13'766 CHF | 14'107 CHF | 99.26% | 99.26% |
18.11.2024 | 3.12% | 0.72 CHF | 0.73 CHF | 40'000 | 40'000 | 12'772 | 12'772 | 9'268 CHF | 9'477 CHF | 98.63% | 98.63% |
15.11.2024 | 3.31% | 0.75 CHF | 0.76 CHF | 40'000 | 40'000 | 18'625 | 18'625 | 13'285 CHF | 13'625 CHF | 99.57% | 99.57% |
14.11.2024 | 3.75% | 0.66 CHF | 0.67 CHF | 40'000 | 40'000 | 18'590 | 18'590 | 11'434 CHF | 11'775 CHF | 99.73% | 99.73% |
13.11.2024 | 3.80% | 0.65 CHF | 0.66 CHF | 40'000 | 40'000 | 18'819 | 18'819 | 11'693 CHF | 12'034 CHF | 96.46% | 96.46% |
12.11.2024 | 3.20% | 0.61 CHF | 0.62 CHF | 40'000 | 40'000 | 18'659 | 18'659 | 12'749 CHF | 13'089 CHF | 98.98% | 98.98% |
11.11.2024 | 6.74% | 0.80 CHF | 0.81 CHF | 40'000 | 40'000 | 6'555 | 6'555 | 5'341 CHF | 5'623 CHF | 98.96% | 98.96% |
08.11.2024 | 3.54% | 0.78 CHF | 0.79 CHF | 40'000 | 40'000 | 18'538 | 18'538 | 12'715 CHF | 13'055 CHF | 99.78% | 99.78% |
07.11.2024 | 3.58% | 0.66 CHF | 0.67 CHF | 40'000 | 40'000 | 18'577 | 18'577 | 11'932 CHF | 12'272 CHF | 98.84% | 98.84% |