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 | 4.62% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 94'064 | 30'089 | 52'800 CHF | 18'186 CHF | 93.97% | 93.97% |
19.11.2024 | 5.82% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 119'353 | 29'797 | 51'751 CHF | 13'592 CHF | 99.69% | 99.69% |
18.11.2024 | 4.16% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 99'092 | 32'115 | 52'952 CHF | 17'307 CHF | 67.20% | 67.20% |
15.11.2024 | 2.70% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 61'928 | 29'795 | 56'601 CHF | 27'298 CHF | 99.69% | 99.69% |
14.11.2024 | 2.05% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 43'585 | 27'873 | 53'667 CHF | 34'596 CHF | 91.60% | 91.60% |
13.11.2024 | 1.91% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 42'186 | 29'227 | 54'764 CHF | 38'732 CHF | 97.14% | 97.14% |
12.11.2024 | 1.87% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 42'424 | 29'251 | 56'851 CHF | 39'594 CHF | 87.59% | 87.59% |
11.11.2024 | 1.77% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 42'176 | 28'839 | 58'908 CHF | 41'120 CHF | 97.58% | 97.58% |
08.11.2024 | 2.26% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 29'885 | 57'831 CHF | 35'955 CHF | 98.66% | 98.66% |
07.11.2024 | 2.63% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 58'936 | 29'933 | 55'263 CHF | 29'105 CHF | 97.64% | 97.64% |