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 | 18.33% | 1.05 CHF | 1.15 CHF | 50'000 | 20'000 | 60'437 | 7'473 | 53'812 CHF | 8'254 CHF | 99.57% | 99.57% |
19.11.2024 | 9.70% | 0.93 CHF | 0.98 CHF | 60'000 | 20'000 | 61'606 | 7'472 | 54'055 CHF | 7'269 CHF | 99.58% | 99.58% |
18.11.2024 | 12.26% | 0.75 CHF | 0.80 CHF | 70'000 | 20'000 | 77'234 | 7'513 | 52'817 CHF | 5'832 CHF | 98.47% | 98.47% |
15.11.2024 | 12.77% | 0.63 CHF | 0.68 CHF | 80'000 | 20'000 | 80'532 | 7'473 | 52'348 CHF | 5'348 CHF | 99.59% | 99.59% |
14.11.2024 | 15.48% | 0.69 CHF | 0.74 CHF | 80'000 | 20'000 | 97'648 | 7'473 | 52'951 CHF | 5'105 CHF | 99.59% | 99.59% |
13.11.2024 | 11.07% | 0.66 CHF | 0.71 CHF | 80'000 | 20'000 | 71'753 | 7'568 | 53'735 CHF | 6'022 CHF | 96.94% | 96.94% |
12.11.2024 | 22.45% | 0.76 CHF | 0.86 CHF | 70'000 | 20'000 | 75'487 | 7'478 | 53'206 CHF | 6'505 CHF | 99.47% | 99.47% |
11.11.2024 | 16.91% | 0.92 CHF | 1.07 CHF | 60'000 | 10'000 | 40'772 | 3'758 | 56'083 CHF | 5'430 CHF | 98.38% | 98.38% |
08.11.2024 | 18.79% | 1.87 CHF | 2.07 CHF | 30'000 | 5'000 | 33'384 | 1'869 | 57'373 CHF | 3'888 CHF | 99.56% | 99.56% |
07.11.2024 | 15.20% | 2.06 CHF | 2.26 CHF | 30'000 | 5'000 | 30'245 | 2'258 | 61'077 CHF | 5'014 CHF | 50.09% | 50.09% |