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 | 3.18% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 67'701 | 30'089 | 55'268 CHF | 25'833 CHF | 93.97% | 93.97% |
19.11.2024 | 3.66% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 78'874 | 29'797 | 54'197 CHF | 21'125 CHF | 99.69% | 99.69% |
18.11.2024 | 2.90% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 66'501 | 32'115 | 52'874 CHF | 25'525 CHF | 67.20% | 67.20% |
15.11.2024 | 2.19% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 50'575 | 29'795 | 59'238 CHF | 34'915 CHF | 99.69% | 99.69% |
14.11.2024 | 1.76% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 41'842 | 27'873 | 62'222 CHF | 41'744 CHF | 91.60% | 91.60% |
13.11.2024 | 1.65% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 42'186 | 29'228 | 65'424 CHF | 46'148 CHF | 97.13% | 97.13% |
12.11.2024 | 1.58% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 42'424 | 29'251 | 67'593 CHF | 47'002 CHF | 87.59% | 87.59% |
11.11.2024 | 1.58% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 40'713 | 28'840 | 67'114 CHF | 48'438 CHF | 97.57% | 97.57% |
08.11.2024 | 1.87% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 42'165 | 29'885 | 59'603 CHF | 43'447 CHF | 98.65% | 98.65% |
07.11.2024 | 2.18% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 49'977 | 29'933 | 59'442 CHF | 36'632 CHF | 97.64% | 97.64% |