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 | 1.96% | 0.55 CHF | 0.56 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 18'750 CHF | 19'109 CHF | 99.90% | 99.90% |
19.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 65'000 | 65'000 | 35'867 | 35'867 | 17'690 CHF | 18'050 CHF | 98.91% | 98.91% |
18.11.2024 | 2.48% | 0.43 CHF | 0.44 CHF | 65'000 | 65'000 | 35'735 | 35'735 | 14'706 CHF | 15'065 CHF | 99.58% | 99.58% |
15.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 13'635 CHF | 13'993 CHF | 99.89% | 99.89% |
14.11.2024 | 2.99% | 0.40 CHF | 0.41 CHF | 65'000 | 65'000 | 36'261 | 36'261 | 12'698 CHF | 13'062 CHF | 98.84% | 98.84% |
13.11.2024 | 2.39% | 0.38 CHF | 0.39 CHF | 65'000 | 65'000 | 35'804 | 35'804 | 14'890 CHF | 15'248 CHF | 100.00% | 100.00% |
12.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 65'000 | 65'000 | 33'383 | 33'383 | 14'056 CHF | 14'391 CHF | 100.00% | 100.00% |
11.11.2024 | 1.83% | 0.48 CHF | 0.49 CHF | 65'000 | 65'000 | 35'512 | 35'512 | 19'519 CHF | 19'877 CHF | 99.93% | 99.93% |
08.11.2024 | 3.06% | 0.63 CHF | 0.64 CHF | 65'000 | 65'000 | 24'620 | 24'620 | 15'403 CHF | 15'673 CHF | 100.00% | 100.00% |
07.11.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 28'763 | 28'763 | 18'221 CHF | 18'509 CHF | 98.68% | 98.68% |