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 | 1.59% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 97'177 | 97'177 | 60'374 CHF | 61'346 CHF | 99.10% | 99.10% |
19.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'463 CHF | 62'463 CHF | 97.84% | 97.84% |
18.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'473 | 99'473 | 62'655 CHF | 63'649 CHF | 99.21% | 99.21% |
15.11.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'751 CHF | 58'751 CHF | 98.67% | 98.67% |
14.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'841 CHF | 52'841 CHF | 98.75% | 98.75% |
13.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 88'959 | 88'959 | 45'531 CHF | 46'421 CHF | 97.80% | 97.80% |
12.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 29'823 CHF | 30'453 CHF | 98.69% | 98.69% |
11.11.2024 | 2.31% | 0.47 CHF | 0.48 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'027 CHF | 27'657 CHF | 98.95% | 98.95% |
08.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'174 CHF | 27'804 CHF | 99.41% | 99.41% |
07.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 63'000 | 63'000 | 62'991 | 62'991 | 28'638 CHF | 29'268 CHF | 99.10% | 99.10% |