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 | 4.39% | 0.87 CHF | 0.90 CHF | 40'000 | 40'000 | 18'603 | 18'603 | 16'631 CHF | 17'314 CHF | 99.90% | 99.90% |
19.11.2024 | 4.49% | 0.85 CHF | 0.88 CHF | 50'000 | 50'000 | 25'979 | 25'979 | 21'523 CHF | 22'457 CHF | 100.00% | 100.00% |
18.11.2024 | 4.50% | 0.82 CHF | 0.85 CHF | 50'000 | 50'000 | 18'650 | 18'650 | 15'286 CHF | 15'927 CHF | 99.90% | 99.90% |
15.11.2024 | 4.70% | 0.83 CHF | 0.86 CHF | 50'000 | 50'000 | 26'003 | 26'003 | 20'786 CHF | 21'720 CHF | 99.90% | 99.90% |
14.11.2024 | 5.11% | 0.77 CHF | 0.80 CHF | 50'000 | 50'000 | 25'979 | 25'979 | 18'954 CHF | 19'887 CHF | 100.00% | 100.00% |
13.11.2024 | 5.21% | 0.75 CHF | 0.78 CHF | 50'000 | 50'000 | 26'046 | 26'046 | 18'852 CHF | 19'787 CHF | 98.89% | 98.89% |
12.11.2024 | 4.70% | 0.72 CHF | 0.75 CHF | 50'000 | 50'000 | 26'003 | 26'003 | 20'199 CHF | 21'134 CHF | 99.90% | 99.90% |
11.11.2024 | 8.07% | 0.86 CHF | 0.89 CHF | 50'000 | 50'000 | 8'606 | 8'606 | 7'510 CHF | 8'018 CHF | 99.88% | 99.88% |
08.11.2024 | 5.05% | 0.84 CHF | 0.87 CHF | 50'000 | 50'000 | 25'976 | 25'976 | 19'599 CHF | 20'533 CHF | 100.00% | 100.00% |
07.11.2024 | 5.07% | 0.74 CHF | 0.77 CHF | 50'000 | 50'000 | 26'004 | 26'004 | 19'075 CHF | 20'010 CHF | 99.90% | 99.90% |