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 | 4.34% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 12'934 | 52'851 CHF | 11'903 CHF | 99.64% | 99.64% |
19.11.2024 | 4.19% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 12'934 | 54'696 CHF | 12'325 CHF | 99.61% | 99.61% |
18.11.2024 | 4.20% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 59'925 | 12'933 | 54'638 CHF | 12'302 CHF | 99.65% | 99.65% |
15.11.2024 | 4.25% | 0.92 CHF | 0.94 CHF | 60'000 | 20'000 | 60'000 | 11'868 | 53'316 CHF | 11'009 CHF | 99.58% | 99.58% |
14.11.2024 | 6.03% | 0.73 CHF | 0.74 CHF | 70'000 | 20'000 | 87'200 | 11'866 | 54'558 CHF | 7'975 CHF | 99.65% | 99.65% |
13.11.2024 | 5.62% | 0.53 CHF | 0.55 CHF | 100'000 | 20'000 | 83'156 | 11'960 | 52'833 CHF | 7'862 CHF | 97.53% | 97.53% |
12.11.2024 | 6.31% | 0.72 CHF | 0.74 CHF | 70'000 | 20'000 | 87'975 | 11'866 | 52'484 CHF | 7'647 CHF | 99.67% | 99.67% |
11.11.2024 | 7.22% | 0.61 CHF | 0.63 CHF | 90'000 | 20'000 | 103'163 | 11'883 | 52'632 CHF | 6'615 CHF | 98.73% | 98.73% |
08.11.2024 | 4.54% | 0.62 CHF | 0.63 CHF | 90'000 | 20'000 | 69'957 | 11'882 | 54'913 CHF | 9'544 CHF | 99.66% | 99.66% |
07.11.2024 | 5.12% | 0.83 CHF | 0.84 CHF | 70'000 | 20'000 | 77'468 | 11'882 | 56'030 CHF | 9'218 CHF | 99.63% | 99.63% |