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 | 6.46% | 0.65 CHF | 0.82 CHF | 80'000 | 5'000 | 65'780 | 2'433 | 53'538 CHF | 2'116 CHF | 78.03% | 99.63% |
19.11.2024 | 5.17% | 0.93 CHF | 0.96 CHF | 60'000 | 5'000 | 60'520 | 2'980 | 54'282 CHF | 2'796 CHF | 99.64% | 99.64% |
18.11.2024 | 9.33% | 0.70 CHF | 0.72 CHF | 80'000 | 5'000 | 108'701 | 2'984 | 52'573 CHF | 1'662 CHF | 98.82% | 98.82% |
15.11.2024 | 5.34% | 0.65 CHF | 0.67 CHF | 80'000 | 5'000 | 65'247 | 3'015 | 54'504 CHF | 2'600 CHF | 96.19% | 96.19% |
14.11.2024 | 5.47% | 1.01 CHF | 1.04 CHF | 50'000 | 5'000 | 62'180 | 2'980 | 53'705 CHF | 2'832 CHF | 99.63% | 99.63% |
13.11.2024 | 4.14% | 0.77 CHF | 0.79 CHF | 70'000 | 5'000 | 51'584 | 3'004 | 57'091 CHF | 3'380 CHF | 97.27% | 97.27% |
12.11.2024 | 4.40% | 0.98 CHF | 1.01 CHF | 60'000 | 5'000 | 50'944 | 2'980 | 55'492 CHF | 3'418 CHF | 99.56% | 99.56% |
11.11.2024 | 3.04% | 1.34 CHF | 1.37 CHF | 40'000 | 5'000 | 35'597 | 2'874 | 57'377 CHF | 4'654 CHF | 99.63% | 99.63% |
08.11.2024 | 2.31% | 2.06 CHF | 2.08 CHF | 30'000 | 5'000 | 30'000 | 2'880 | 65'444 CHF | 6'327 CHF | 99.37% | 99.37% |
07.11.2024 | 3.16% | 1.97 CHF | 2.00 CHF | 30'000 | 5'000 | 37'829 | 2'984 | 59'047 CHF | 5'020 CHF | 99.63% | 99.63% |