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 | 4.87% | 0.72 CHF | 0.74 CHF | 70'000 | 25'000 | 70'027 | 12'934 | 53'400 CHF | 10'268 CHF | 99.64% | 99.64% |
19.11.2024 | 5.15% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 71'771 | 12'934 | 52'276 CHF | 9'813 CHF | 99.61% | 99.61% |
18.11.2024 | 5.03% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'625 | 12'933 | 52'020 CHF | 9'931 CHF | 99.65% | 99.65% |
15.11.2024 | 4.75% | 0.76 CHF | 0.77 CHF | 70'000 | 20'000 | 70'000 | 11'869 | 53'755 CHF | 9'500 CHF | 99.55% | 99.55% |
14.11.2024 | 3.73% | 0.96 CHF | 0.97 CHF | 60'000 | 20'000 | 50'775 | 11'866 | 52'575 CHF | 12'632 CHF | 99.64% | 99.64% |
13.11.2024 | 3.68% | 1.15 CHF | 1.16 CHF | 50'000 | 20'000 | 56'693 | 12'052 | 57'414 CHF | 12'881 CHF | 95.56% | 95.56% |
12.11.2024 | 3.56% | 0.96 CHF | 0.97 CHF | 60'000 | 20'000 | 50'879 | 11'867 | 53'655 CHF | 12'849 CHF | 99.64% | 99.64% |
11.11.2024 | 3.23% | 1.07 CHF | 1.08 CHF | 50'000 | 20'000 | 50'000 | 11'883 | 57'027 CHF | 13'876 CHF | 98.74% | 98.74% |
08.11.2024 | 4.73% | 1.05 CHF | 1.06 CHF | 50'000 | 20'000 | 66'671 | 11'882 | 56'132 CHF | 10'791 CHF | 99.66% | 99.66% |
07.11.2024 | 4.06% | 0.84 CHF | 0.85 CHF | 60'000 | 20'000 | 60'340 | 11'882 | 55'507 CHF | 11'186 CHF | 99.63% | 99.63% |