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 | 0.95% | 1.62 CHF | 1.64 CHF | 40'000 | 7'500 | 33'730 | 7'497 | 55'568 CHF | 12'526 CHF | 20.10% | 99.34% |
19.11.2024 | 1.98% | 1.44 CHF | 1.46 CHF | 40'000 | 7'500 | 40'000 | 5'516 | 56'927 CHF | 8'010 CHF | 71.16% | 99.41% |
18.11.2024 | 1.92% | 1.46 CHF | 1.51 CHF | 40'000 | 10'000 | 40'000 | 5'957 | 61'235 CHF | 9'293 CHF | 58.33% | 98.34% |
15.11.2024 | 1.66% | 1.72 CHF | 1.73 CHF | 30'000 | 10'000 | 33'332 | 5'916 | 56'253 CHF | 10'152 CHF | 87.39% | 87.39% |
14.11.2024 | 1.50% | 1.94 CHF | 1.95 CHF | 30'000 | 10'000 | 30'000 | 5'805 | 57'359 CHF | 11'327 CHF | 99.40% | 99.40% |
13.11.2024 | 1.71% | 1.79 CHF | 1.81 CHF | 30'000 | 10'000 | 36'420 | 5'924 | 59'570 CHF | 10'020 CHF | 95.30% | 95.30% |
12.11.2024 | 1.74% | 1.80 CHF | 1.82 CHF | 30'000 | 7'500 | 31'668 | 5'284 | 53'913 CHF | 9'225 CHF | 96.06% | 96.06% |
11.11.2024 | 2.34% | 1.54 CHF | 1.56 CHF | 40'000 | 7'500 | 42'047 | 5'298 | 54'624 CHF | 7'184 CHF | 96.80% | 96.80% |