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 | 1.59% | 1.66 CHF | 1.67 CHF | 40'000 | 7'500 | 31'553 | 5'270 | 57'727 CHF | 9'714 CHF | 99.28% | 99.28% |
19.11.2024 | 1.58% | 1.83 CHF | 1.84 CHF | 30'000 | 7'500 | 30'000 | 5'277 | 55'673 CHF | 9'922 CHF | 99.34% | 99.34% |
18.11.2024 | 1.64% | 1.82 CHF | 1.83 CHF | 30'000 | 10'000 | 30'109 | 5'813 | 52'969 CHF | 10'375 CHF | 98.28% | 98.28% |
15.11.2024 | 1.77% | 1.57 CHF | 1.59 CHF | 40'000 | 10'000 | 38'787 | 5'921 | 61'210 CHF | 9'562 CHF | 86.97% | 86.97% |
14.11.2024 | 2.08% | 1.35 CHF | 1.37 CHF | 40'000 | 10'000 | 40'000 | 5'806 | 54'879 CHF | 8'051 CHF | 99.32% | 99.32% |
13.11.2024 | 1.75% | 1.49 CHF | 1.51 CHF | 40'000 | 10'000 | 36'444 | 5'901 | 58'753 CHF | 9'606 CHF | 95.91% | 95.91% |
12.11.2024 | 1.86% | 1.48 CHF | 1.49 CHF | 40'000 | 7'500 | 40'000 | 5'285 | 62'494 CHF | 8'344 CHF | 95.95% | 95.95% |
11.11.2024 | 1.48% | 1.73 CHF | 1.75 CHF | 30'000 | 7'500 | 30'000 | 5'299 | 58'750 CHF | 10'409 CHF | 96.74% | 96.74% |
08.11.2024 | 1.28% | 2.00 CHF | 2.01 CHF | 30'000 | 7'500 | 30'000 | 5'610 | 67'431 CHF | 12'660 CHF | 87.55% | 87.55% |
07.11.2024 | 1.28% | 2.63 CHF | 2.64 CHF | 20'000 | 7'500 | 27'131 | 5'139 | 66'748 CHF | 12'951 CHF | 82.20% | 82.20% |