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 | 3.30% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 97'097 | 25'337 | 54'107 CHF | 14'678 CHF | 99.65% | 99.65% |
19.11.2024 | 3.18% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 25'338 | 52'093 CHF | 15'103 CHF | 99.63% | 99.63% |
18.11.2024 | 3.20% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'053 | 25'335 | 51'917 CHF | 14'998 CHF | 99.64% | 99.64% |
15.11.2024 | 3.44% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 100'333 | 29'347 | 52'554 CHF | 16'564 CHF | 56.32% | 56.32% |
14.11.2024 | 4.36% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 124'201 | 20'007 | 52'200 CHF | 8'791 CHF | 99.63% | 99.63% |
13.11.2024 | 3.95% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 114'748 | 25'791 | 52'406 CHF | 12'264 CHF | 96.77% | 96.77% |
12.11.2024 | 4.05% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 115'039 | 25'337 | 52'285 CHF | 11'947 CHF | 99.62% | 99.62% |
11.11.2024 | 4.34% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 126'501 | 20'291 | 52'357 CHF | 8'779 CHF | 96.90% | 96.90% |
08.11.2024 | 4.83% | 0.41 CHF | 0.42 CHF | 130'000 | 25'000 | 137'897 | 20'027 | 52'215 CHF | 7'974 CHF | 99.62% | 99.62% |
07.11.2024 | 4.77% | 0.38 CHF | 0.39 CHF | 140'000 | 25'000 | 136'825 | 20'023 | 52'367 CHF | 8'028 CHF | 99.66% | 99.66% |