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 | 2.86% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 59'999 | 25'333 | 52'771 CHF | 22'981 CHF | 99.69% | 99.69% |
19.11.2024 | 2.78% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 25'334 | 53'995 CHF | 23'384 CHF | 99.66% | 99.66% |
18.11.2024 | 2.78% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 59'999 | 25'332 | 53'955 CHF | 23'320 CHF | 99.67% | 99.67% |
15.11.2024 | 2.63% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 65'810 | 29'339 | 55'870 CHF | 26'192 CHF | 56.35% | 56.35% |
14.11.2024 | 3.36% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 20'005 | 52'103 CHF | 15'402 CHF | 99.66% | 99.66% |
13.11.2024 | 3.20% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 69'998 | 25'788 | 54'485 CHF | 20'713 CHF | 96.80% | 96.80% |
12.11.2024 | 3.20% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 25'330 | 54'324 CHF | 20'234 CHF | 99.68% | 99.68% |
11.11.2024 | 3.39% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 69'999 | 20'290 | 51'419 CHF | 15'420 CHF | 96.93% | 96.93% |
08.11.2024 | 3.58% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 78'418 | 20'024 | 54'626 CHF | 14'477 CHF | 99.66% | 99.66% |
07.11.2024 | 3.55% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 79'999 | 20'021 | 56'159 CHF | 14'550 CHF | 99.69% | 99.69% |