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 | 3.86% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 59'665 | 12'932 | 57'947 CHF | 12'968 CHF | 99.67% | 99.67% |
19.11.2024 | 4.02% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 12'933 | 56'218 CHF | 12'498 CHF | 99.65% | 99.65% |
18.11.2024 | 3.93% | 0.97 CHF | 0.99 CHF | 60'000 | 25'000 | 59'999 | 12'931 | 56'767 CHF | 12'632 CHF | 99.68% | 99.68% |
15.11.2024 | 3.80% | 0.96 CHF | 0.98 CHF | 60'000 | 20'000 | 58'974 | 11'867 | 57'581 CHF | 11'984 CHF | 99.60% | 99.60% |
14.11.2024 | 3.11% | 1.17 CHF | 1.18 CHF | 50'000 | 20'000 | 43'697 | 11'865 | 54'341 CHF | 15'112 CHF | 99.68% | 99.68% |
13.11.2024 | 3.06% | 1.35 CHF | 1.37 CHF | 40'000 | 20'000 | 47'688 | 12'250 | 58'194 CHF | 15'651 CHF | 91.58% | 91.58% |
12.11.2024 | 2.96% | 1.17 CHF | 1.18 CHF | 50'000 | 20'000 | 41'398 | 11'865 | 52'229 CHF | 15'307 CHF | 99.69% | 99.69% |
11.11.2024 | 2.78% | 1.27 CHF | 1.29 CHF | 40'000 | 20'000 | 40'000 | 11'882 | 53'909 CHF | 16'341 CHF | 98.78% | 98.78% |
08.11.2024 | 3.51% | 1.25 CHF | 1.27 CHF | 40'000 | 20'000 | 49'645 | 11'881 | 52'308 CHF | 13'211 CHF | 99.69% | 99.69% |
07.11.2024 | 3.32% | 1.04 CHF | 1.06 CHF | 50'000 | 20'000 | 50'000 | 11'881 | 56'286 CHF | 13'620 CHF | 99.67% | 99.67% |