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 | 11.24% | 0.85 CHF | 0.90 CHF | 60'000 | 20'000 | 70'193 | 7'473 | 52'964 CHF | 6'484 CHF | 99.57% | 99.57% |
19.11.2024 | 11.81% | 0.76 CHF | 0.81 CHF | 70'000 | 30'000 | 74'445 | 11'209 | 53'007 CHF | 8'995 CHF | 99.59% | 99.59% |
18.11.2024 | 8.58% | 0.64 CHF | 0.67 CHF | 80'000 | 30'000 | 88'455 | 11'270 | 52'858 CHF | 7'365 CHF | 98.48% | 98.48% |
15.11.2024 | 14.85% | 0.55 CHF | 0.60 CHF | 100'000 | 30'000 | 95'620 | 11'210 | 52'859 CHF | 6'989 CHF | 99.60% | 99.60% |
14.11.2024 | 17.27% | 0.59 CHF | 0.64 CHF | 90'000 | 30'000 | 108'990 | 11'210 | 52'164 CHF | 6'733 CHF | 99.60% | 99.60% |
13.11.2024 | 13.25% | 0.57 CHF | 0.62 CHF | 90'000 | 30'000 | 83'908 | 11'438 | 51'901 CHF | 7'727 CHF | 95.43% | 95.43% |
12.11.2024 | 13.47% | 0.65 CHF | 0.70 CHF | 80'000 | 20'000 | 85'169 | 7'478 | 52'572 CHF | 5'232 CHF | 99.48% | 99.48% |
11.11.2024 | 16.24% | 0.73 CHF | 0.83 CHF | 70'000 | 10'000 | 56'542 | 3'755 | 55'048 CHF | 3'881 CHF | 98.32% | 98.32% |
08.11.2024 | 14.28% | 1.24 CHF | 1.34 CHF | 50'000 | 10'000 | 48'889 | 3'737 | 56'851 CHF | 5'009 CHF | 99.57% | 99.57% |
07.11.2024 | 12.27% | 1.33 CHF | 1.43 CHF | 40'000 | 10'000 | 42'018 | 4'317 | 54'359 CHF | 6'081 CHF | 54.41% | 54.41% |