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% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 80'907 | 30'091 | 52'383 CHF | 20'558 CHF | 93.95% | 93.95% |
19.11.2024 | 3.50% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 101'047 | 29'798 | 52'451 CHF | 15'924 CHF | 99.67% | 99.67% |
18.11.2024 | 2.71% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 85'792 | 32'119 | 53'446 CHF | 19'895 CHF | 67.17% | 67.17% |
15.11.2024 | 1.74% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 53'233 | 29'796 | 53'052 CHF | 29'659 CHF | 99.67% | 99.67% |
14.11.2024 | 1.42% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 41'842 | 27'875 | 55'119 CHF | 36'831 CHF | 91.58% | 91.58% |
13.11.2024 | 1.28% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 42'175 | 29'132 | 58'336 CHF | 40'901 CHF | 97.61% | 97.61% |
12.11.2024 | 1.26% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 42'425 | 29'254 | 60'467 CHF | 41'908 CHF | 87.57% | 87.57% |
11.11.2024 | 1.23% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 42'178 | 28'845 | 62'469 CHF | 43'400 CHF | 97.49% | 97.49% |
08.11.2024 | 1.50% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 29'886 | 62'081 CHF | 38'296 CHF | 98.64% | 98.64% |
07.11.2024 | 1.82% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 51'119 | 29'934 | 52'116 CHF | 31'395 CHF | 97.63% | 97.63% |