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 | 3.75% | 1.11 CHF | 1.14 CHF | 50'000 | 5'000 | 45'127 | 2'980 | 55'467 CHF | 3'736 CHF | 99.68% | 99.68% |
19.11.2024 | 3.43% | 1.40 CHF | 1.42 CHF | 40'000 | 5'000 | 40'000 | 2'980 | 54'477 CHF | 4'179 CHF | 99.68% | 99.68% |
18.11.2024 | 4.83% | 1.16 CHF | 1.19 CHF | 50'000 | 5'000 | 57'229 | 2'984 | 54'815 CHF | 3'052 CHF | 98.88% | 98.88% |
15.11.2024 | 3.49% | 1.11 CHF | 1.14 CHF | 50'000 | 5'000 | 41'750 | 3'015 | 54'465 CHF | 4'007 CHF | 96.23% | 96.23% |
14.11.2024 | 3.57% | 1.48 CHF | 1.50 CHF | 40'000 | 5'000 | 40'960 | 2'979 | 54'776 CHF | 4'223 CHF | 99.68% | 99.68% |
13.11.2024 | 2.93% | 1.23 CHF | 1.26 CHF | 50'000 | 5'000 | 36'086 | 3'009 | 56'682 CHF | 4'781 CHF | 96.81% | 96.81% |
12.11.2024 | 3.12% | 1.45 CHF | 1.47 CHF | 40'000 | 5'000 | 38'497 | 2'980 | 59'849 CHF | 4'797 CHF | 99.61% | 99.61% |
11.11.2024 | 2.38% | 1.81 CHF | 1.83 CHF | 30'000 | 5'000 | 30'000 | 2'874 | 62'605 CHF | 5'980 CHF | 99.68% | 99.68% |
08.11.2024 | 1.91% | 2.52 CHF | 2.54 CHF | 20'000 | 5'000 | 21'272 | 2'880 | 55'890 CHF | 7'644 CHF | 99.42% | 99.42% |
07.11.2024 | 2.44% | 2.43 CHF | 2.45 CHF | 30'000 | 5'000 | 30'000 | 2'979 | 61'099 CHF | 6'375 CHF | 99.09% | 99.09% |