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 | 5.75% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 80'174 | 12'932 | 52'611 CHF | 8'904 CHF | 99.66% | 99.66% |
19.11.2024 | 5.95% | 0.62 CHF | 0.64 CHF | 90'000 | 25'000 | 83'977 | 12'933 | 52'308 CHF | 8'446 CHF | 99.64% | 99.64% |
18.11.2024 | 6.06% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 83'246 | 12'931 | 52'465 CHF | 8'576 CHF | 99.68% | 99.68% |
15.11.2024 | 5.70% | 0.65 CHF | 0.66 CHF | 80'000 | 20'000 | 80'000 | 11'867 | 52'956 CHF | 8'256 CHF | 99.60% | 99.60% |
14.11.2024 | 3.92% | 0.85 CHF | 0.87 CHF | 60'000 | 20'000 | 60'000 | 11'865 | 55'897 CHF | 11'364 CHF | 99.67% | 99.67% |
13.11.2024 | 4.13% | 1.04 CHF | 1.06 CHF | 50'000 | 20'000 | 58'467 | 11'992 | 53'066 CHF | 11'552 CHF | 96.85% | 96.85% |
12.11.2024 | 3.89% | 0.85 CHF | 0.87 CHF | 60'000 | 20'000 | 59'903 | 11'865 | 57'006 CHF | 11'602 CHF | 99.69% | 99.69% |
11.11.2024 | 3.63% | 0.96 CHF | 0.97 CHF | 60'000 | 20'000 | 51'353 | 11'882 | 53'135 CHF | 12'640 CHF | 98.77% | 98.77% |
08.11.2024 | 5.02% | 0.94 CHF | 0.96 CHF | 60'000 | 20'000 | 72'696 | 11'881 | 53'753 CHF | 9'539 CHF | 99.68% | 99.68% |
07.11.2024 | 4.54% | 0.73 CHF | 0.75 CHF | 70'000 | 20'000 | 64'483 | 11'881 | 52'477 CHF | 9'945 CHF | 99.66% | 99.66% |