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 | 1.60% | 0.66 CHF | 0.67 CHF | 80'000 | 60'000 | 87'291 | 36'516 | 54'053 CHF | 23'201 CHF | 99.62% | 99.62% |
19.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 60'000 | 90'141 | 36'516 | 53'362 CHF | 22'056 CHF | 99.65% | 99.65% |
18.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 60'000 | 101'413 | 36'590 | 51'827 CHF | 19'145 CHF | 98.52% | 98.52% |
15.11.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110'000 | 60'000 | 107'466 | 36'516 | 52'463 CHF | 18'110 CHF | 99.64% | 99.64% |
14.11.2024 | 2.24% | 0.50 CHF | 0.51 CHF | 100'000 | 60'000 | 117'992 | 36'516 | 51'995 CHF | 16'865 CHF | 99.64% | 99.64% |
13.11.2024 | 1.89% | 0.48 CHF | 0.49 CHF | 110'000 | 60'000 | 101'611 | 36'753 | 53'353 CHF | 19'487 CHF | 96.15% | 96.15% |
12.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 60'000 | 99'981 | 36'523 | 52'230 CHF | 19'453 CHF | 99.52% | 99.52% |
11.11.2024 | 1.49% | 0.58 CHF | 0.59 CHF | 90'000 | 60'000 | 82'485 | 36'596 | 54'996 CHF | 24'340 CHF | 98.43% | 98.43% |
08.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 70'000 | 60'000 | 73'789 | 36'518 | 52'890 CHF | 26'631 CHF | 99.62% | 99.62% |
07.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70'000 | 60'000 | 71'512 | 39'802 | 53'694 CHF | 30'052 CHF | 57.45% | 57.45% |