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 | 7.32% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 100'601 | 12'933 | 51'086 CHF | 6'982 CHF | 99.66% | 99.66% |
19.11.2024 | 7.76% | 0.47 CHF | 0.49 CHF | 110'000 | 25'000 | 110'648 | 12'933 | 52'515 CHF | 6'529 CHF | 99.65% | 99.65% |
18.11.2024 | 7.60% | 0.51 CHF | 0.53 CHF | 100'000 | 25'000 | 108'164 | 12'931 | 52'185 CHF | 6'648 CHF | 99.68% | 99.68% |
15.11.2024 | 7.23% | 0.50 CHF | 0.52 CHF | 100'000 | 20'000 | 101'102 | 11'867 | 51'842 CHF | 6'485 CHF | 99.61% | 99.61% |
14.11.2024 | 4.63% | 0.71 CHF | 0.72 CHF | 80'000 | 20'000 | 70'072 | 11'865 | 54'818 CHF | 9'592 CHF | 99.67% | 99.67% |
13.11.2024 | 5.10% | 0.89 CHF | 0.91 CHF | 60'000 | 20'000 | 68'274 | 11'960 | 51'789 CHF | 9'748 CHF | 97.55% | 97.55% |
12.11.2024 | 4.60% | 0.71 CHF | 0.72 CHF | 80'000 | 20'000 | 70'184 | 11'865 | 56'336 CHF | 9'846 CHF | 99.69% | 99.69% |
11.11.2024 | 4.24% | 0.81 CHF | 0.83 CHF | 70'000 | 20'000 | 60'605 | 11'882 | 53'784 CHF | 10'885 CHF | 98.78% | 98.78% |
08.11.2024 | 6.79% | 0.80 CHF | 0.81 CHF | 70'000 | 20'000 | 89'468 | 11'881 | 52'908 CHF | 7'820 CHF | 99.68% | 99.68% |
07.11.2024 | 5.50% | 0.59 CHF | 0.60 CHF | 90'000 | 20'000 | 82'074 | 11'881 | 54'819 CHF | 8'207 CHF | 99.66% | 99.66% |