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 | 4.76% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 135'362 | 30'091 | 51'842 CHF | 12'663 CHF | 93.95% | 93.95% |
19.11.2024 | 6.87% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 199'094 | 29'798 | 50'917 CHF | 8'122 CHF | 99.67% | 99.67% |
18.11.2024 | 4.62% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 149'614 | 32'119 | 51'869 CHF | 11'474 CHF | 67.17% | 67.17% |
15.11.2024 | 2.43% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 74'191 | 29'796 | 54'419 CHF | 21'845 CHF | 99.67% | 99.67% |
14.11.2024 | 1.67% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 51'591 | 27'875 | 54'489 CHF | 29'493 CHF | 91.58% | 91.58% |
13.11.2024 | 1.58% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 29'133 | 55'981 CHF | 33'278 CHF | 97.61% | 97.61% |
12.11.2024 | 1.53% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 29'254 | 58'329 CHF | 34'270 CHF | 87.57% | 87.57% |
11.11.2024 | 1.51% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 49'585 | 28'845 | 60'368 CHF | 35'895 CHF | 97.49% | 97.49% |
08.11.2024 | 1.88% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 57'880 | 29'886 | 56'691 CHF | 30'591 CHF | 98.64% | 98.64% |
07.11.2024 | 2.26% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 70'397 | 29'934 | 53'619 CHF | 23'643 CHF | 97.63% | 97.63% |