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 | 2.43% | 0.45 CHF | 0.46 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 15'151 CHF | 15'509 CHF | 99.90% | 99.90% |
19.11.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 65'000 | 65'000 | 35'864 | 35'864 | 14'027 CHF | 14'386 CHF | 98.91% | 98.91% |
18.11.2024 | 3.29% | 0.33 CHF | 0.34 CHF | 65'000 | 65'000 | 35'737 | 35'737 | 11'099 CHF | 11'457 CHF | 99.59% | 99.59% |
15.11.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 65'000 | 65'000 | 35'701 | 35'701 | 10'031 CHF | 10'389 CHF | 99.89% | 99.89% |
14.11.2024 | 4.27% | 0.29 CHF | 0.30 CHF | 65'000 | 65'000 | 36'260 | 36'260 | 9'018 CHF | 9'381 CHF | 98.84% | 98.84% |
13.11.2024 | 3.13% | 0.28 CHF | 0.29 CHF | 65'000 | 65'000 | 35'804 | 35'804 | 11'297 CHF | 11'655 CHF | 100.00% | 100.00% |
12.11.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 65'000 | 65'000 | 33'379 | 33'379 | 10'706 CHF | 11'042 CHF | 100.00% | 100.00% |
11.11.2024 | 2.23% | 0.38 CHF | 0.39 CHF | 65'000 | 65'000 | 35'513 | 35'513 | 15'892 CHF | 16'251 CHF | 99.93% | 99.93% |
08.11.2024 | 3.64% | 0.53 CHF | 0.54 CHF | 65'000 | 65'000 | 24'620 | 24'620 | 12'958 CHF | 13'228 CHF | 100.00% | 100.00% |
07.11.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 28'763 | 28'763 | 15'357 CHF | 15'646 CHF | 98.68% | 98.68% |