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 | 1.70% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 51'702 | 30'091 | 54'269 CHF | 31'731 CHF | 93.95% | 93.95% |
19.11.2024 | 1.48% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 49'912 | 29'798 | 58'853 CHF | 35'729 CHF | 99.67% | 99.67% |
18.11.2024 | 1.63% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 51'736 | 32'118 | 55'342 CHF | 36'058 CHF | 67.17% | 67.17% |
15.11.2024 | 2.62% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 75'928 | 29'796 | 53'452 CHF | 22'529 CHF | 99.68% | 99.68% |
14.11.2024 | 4.60% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 131'161 | 27'875 | 52'054 CHF | 12'222 CHF | 91.58% | 91.58% |
13.11.2024 | 5.32% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 156'027 | 29'229 | 51'876 CHF | 10'095 CHF | 97.12% | 97.12% |
12.11.2024 | 6.27% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 183'018 | 29'253 | 51'291 CHF | 9'251 CHF | 87.57% | 87.57% |
11.11.2024 | 7.39% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 225'790 | 28'844 | 50'797 CHF | 6'946 CHF | 97.50% | 97.50% |
08.11.2024 | 3.89% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 116'950 | 29'886 | 52'143 CHF | 13'536 CHF | 98.64% | 98.64% |
07.11.2024 | 2.68% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 79'801 | 29'934 | 54'228 CHF | 20'577 CHF | 97.63% | 97.63% |