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 | 9.13% | 1.79 CHF | 1.89 CHF | 30'000 | 20'000 | 30'000 | 7'474 | 55'613 CHF | 14'729 CHF | 99.59% | 99.59% |
19.11.2024 | 8.70% | 1.94 CHF | 2.04 CHF | 30'000 | 10'000 | 30'000 | 3'737 | 58'668 CHF | 7'831 CHF | 99.61% | 99.61% |
18.11.2024 | 7.43% | 2.23 CHF | 2.33 CHF | 30'000 | 10'000 | 30'000 | 3'757 | 69'031 CHF | 9'147 CHF | 98.49% | 98.49% |
15.11.2024 | 7.10% | 2.54 CHF | 2.64 CHF | 20'000 | 10'000 | 28'175 | 3'737 | 68'235 CHF | 9'780 CHF | 99.62% | 99.62% |
14.11.2024 | 6.50% | 2.42 CHF | 2.52 CHF | 30'000 | 10'000 | 21'669 | 3'737 | 56'635 CHF | 10'028 CHF | 99.62% | 99.62% |
13.11.2024 | 7.62% | 2.48 CHF | 2.58 CHF | 30'000 | 10'000 | 29'986 | 3'774 | 67'846 CHF | 9'355 CHF | 97.56% | 97.56% |
12.11.2024 | 7.55% | 2.30 CHF | 2.40 CHF | 30'000 | 10'000 | 30'000 | 3'739 | 68'206 CHF | 9'096 CHF | 99.49% | 99.49% |
11.11.2024 | 4.72% | 2.13 CHF | 2.18 CHF | 30'000 | 20'000 | 30'000 | 7'517 | 56'238 CHF | 15'418 CHF | 98.40% | 98.40% |
08.11.2024 | 5.05% | 1.72 CHF | 1.77 CHF | 30'000 | 20'000 | 30'638 | 7'475 | 52'622 CHF | 13'380 CHF | 99.59% | 99.59% |
07.11.2024 | 5.01% | 1.65 CHF | 1.70 CHF | 40'000 | 20'000 | 36'828 | 9'227 | 60'205 CHF | 16'179 CHF | 57.43% | 57.43% |