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 | 2.32% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 25'338 | 55'914 CHF | 20'788 CHF | 99.65% | 99.65% |
19.11.2024 | 2.25% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'755 | 25'338 | 57'144 CHF | 21'194 CHF | 99.63% | 99.63% |
18.11.2024 | 2.26% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 25'335 | 57'269 CHF | 21'116 CHF | 99.64% | 99.64% |
15.11.2024 | 2.35% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'382 | 29'352 | 53'331 CHF | 23'670 CHF | 56.30% | 56.30% |
14.11.2024 | 2.78% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 20'007 | 53'013 CHF | 13'636 CHF | 99.62% | 99.62% |
13.11.2024 | 2.59% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'646 | 25'792 | 55'534 CHF | 18'466 CHF | 96.76% | 96.76% |
12.11.2024 | 2.66% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 25'338 | 55'587 CHF | 18'033 CHF | 99.62% | 99.62% |
11.11.2024 | 2.78% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 20'295 | 52'297 CHF | 13'644 CHF | 96.86% | 96.86% |
08.11.2024 | 3.00% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 87'956 | 20'027 | 54'189 CHF | 12'733 CHF | 99.61% | 99.61% |
07.11.2024 | 2.97% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 88'432 | 20'023 | 54'916 CHF | 12'799 CHF | 99.65% | 99.65% |