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 | 6.69% | 4.23 CHF | 4.38 CHF | 50'000 | 50'000 | 26'514 | 18'685 | 104'874 CHF | 78'986 CHF | 99.61% | 99.61% |
19.11.2024 | 6.49% | 4.09 CHF | 4.24 CHF | 50'000 | 50'000 | 26'515 | 18'687 | 106'404 CHF | 79'356 CHF | 99.64% | 99.64% |
18.11.2024 | 8.11% | 3.78 CHF | 3.98 CHF | 50'000 | 50'000 | 26'530 | 18'707 | 108'872 CHF | 80'814 CHF | 99.41% | 99.41% |
15.11.2024 | 6.08% | 4.62 CHF | 4.77 CHF | 50'000 | 50'000 | 26'515 | 18'686 | 115'459 CHF | 86'400 CHF | 99.63% | 99.63% |
14.11.2024 | 6.78% | 4.03 CHF | 4.18 CHF | 50'000 | 50'000 | 26'507 | 18'676 | 101'964 CHF | 76'314 CHF | 99.60% | 99.60% |
13.11.2024 | 4.91% | 3.74 CHF | 3.84 CHF | 50'000 | 50'000 | 26'653 | 18'871 | 94'914 CHF | 70'210 CHF | 97.56% | 97.56% |
12.11.2024 | 5.41% | 3.45 CHF | 3.55 CHF | 100'000 | 100'000 | 37'445 | 37'445 | 122'418 CHF | 127'726 CHF | 99.22% | 99.22% |
11.11.2024 | 5.71% | 3.13 CHF | 3.23 CHF | 100'000 | 100'000 | 37'372 | 37'372 | 115'895 CHF | 121'198 CHF | 99.62% | 99.62% |
08.11.2024 | 6.17% | 2.87 CHF | 2.97 CHF | 100'000 | 100'000 | 37'371 | 37'371 | 105'729 CHF | 111'032 CHF | 99.62% | 99.62% |
07.11.2024 | 5.45% | 3.00 CHF | 3.10 CHF | 50'000 | 50'000 | 26'514 | 18'685 | 82'813 CHF | 60'352 CHF | 99.63% | 99.63% |