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 | 3.96% | 0.62 CHF | 0.63 CHF | 40'000 | 40'000 | 18'568 | 18'568 | 10'878 CHF | 11'218 CHF | 99.32% | 99.32% |
19.11.2024 | 3.60% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 26'013 | 26'013 | 12'073 CHF | 12'462 CHF | 98.87% | 98.87% |
18.11.2024 | 4.13% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 25'988 | 25'988 | 10'873 CHF | 11'264 CHF | 99.70% | 99.70% |
15.11.2024 | 3.54% | 0.47 CHF | 0.48 CHF | 40'000 | 40'000 | 18'657 | 18'657 | 9'256 CHF | 9'545 CHF | 99.35% | 99.35% |
14.11.2024 | 3.88% | 0.47 CHF | 0.48 CHF | 40'000 | 40'000 | 18'423 | 18'423 | 10'112 CHF | 10'451 CHF | 96.88% | 96.88% |
13.11.2024 | 3.03% | 0.61 CHF | 0.62 CHF | 40'000 | 40'000 | 18'614 | 18'614 | 11'002 CHF | 11'290 CHF | 99.09% | 99.09% |
12.11.2024 | 3.67% | 0.56 CHF | 0.57 CHF | 40'000 | 40'000 | 18'585 | 18'585 | 11'454 CHF | 11'794 CHF | 99.42% | 99.42% |
11.11.2024 | 3.46% | 0.68 CHF | 0.69 CHF | 40'000 | 40'000 | 18'538 | 18'538 | 12'575 CHF | 12'915 CHF | 99.38% | 99.38% |
08.11.2024 | 3.47% | 0.72 CHF | 0.73 CHF | 40'000 | 40'000 | 18'654 | 18'654 | 12'567 CHF | 12'907 CHF | 98.90% | 98.90% |
07.11.2024 | 3.47% | 0.60 CHF | 0.61 CHF | 40'000 | 40'000 | 18'599 | 18'599 | 12'162 CHF | 12'502 CHF | 99.90% | 99.90% |