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 | 1.16% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 63'197 | 52'687 | 55'434 CHF | 46'821 CHF | 99.65% | 99.65% |
19.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 63'200 | 52'694 | 57'443 CHF | 48'516 CHF | 99.58% | 99.58% |
18.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 63'196 | 52'681 | 55'268 CHF | 46'588 CHF | 99.66% | 99.66% |
15.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 67'181 | 58'113 | 65'799 CHF | 57'465 CHF | 98.78% | 98.78% |
14.11.2024 | 1.14% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 64'837 | 53'521 | 59'542 CHF | 49'937 CHF | 84.27% | 84.27% |
13.11.2024 | 1.35% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 71'093 | 53'402 | 54'864 CHF | 41'832 CHF | 97.13% | 97.13% |
12.11.2024 | 1.48% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 73'389 | 52'717 | 53'639 CHF | 39'284 CHF | 99.53% | 99.53% |
11.11.2024 | 2.00% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 93'940 | 52'675 | 52'140 CHF | 29'752 CHF | 99.68% | 99.68% |
08.11.2024 | 2.21% | 0.48 CHF | 0.50 CHF | 110'000 | 25'000 | 100'577 | 25'000 | 50'618 CHF | 12'865 CHF | 51.89% | 58.92% |
07.11.2024 | 2.17% | 0.39 CHF | 0.55 CHF | 130'000 | 25'000 | 100'000 | 25'000 | 53'000 CHF | 13'541 CHF | 1.49% | 87.62% |