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 | 7.34% | 1.25 CHF | 1.30 CHF | 40'000 | 30'000 | 48'977 | 11'211 | 57'549 CHF | 14'336 CHF | 99.59% | 99.59% |
19.11.2024 | 4.54% | 1.18 CHF | 1.21 CHF | 50'000 | 30'000 | 50'000 | 11'211 | 57'699 CHF | 13'553 CHF | 99.62% | 99.62% |
18.11.2024 | 5.01% | 1.08 CHF | 1.11 CHF | 50'000 | 30'000 | 50'000 | 11'271 | 52'081 CHF | 12'357 CHF | 98.49% | 98.49% |
15.11.2024 | 5.13% | 1.00 CHF | 1.03 CHF | 50'000 | 30'000 | 50'319 | 11'211 | 50'998 CHF | 11'802 CHF | 99.62% | 99.62% |
14.11.2024 | 5.52% | 1.04 CHF | 1.07 CHF | 50'000 | 30'000 | 57'862 | 11'211 | 54'887 CHF | 11'570 CHF | 99.62% | 99.62% |
13.11.2024 | 4.87% | 1.01 CHF | 1.04 CHF | 50'000 | 30'000 | 50'000 | 11'354 | 53'200 CHF | 12'401 CHF | 96.97% | 96.97% |
12.11.2024 | 8.21% | 1.07 CHF | 1.12 CHF | 50'000 | 30'000 | 50'000 | 11'217 | 52'121 CHF | 12'600 CHF | 99.49% | 99.49% |
11.11.2024 | 6.58% | 1.15 CHF | 1.20 CHF | 50'000 | 30'000 | 43'289 | 11'276 | 55'681 CHF | 14'744 CHF | 98.40% | 98.40% |
08.11.2024 | 6.27% | 1.42 CHF | 1.47 CHF | 40'000 | 30'000 | 40'000 | 11'213 | 55'224 CHF | 16'471 CHF | 99.59% | 99.59% |
07.11.2024 | 5.58% | 1.47 CHF | 1.52 CHF | 40'000 | 30'000 | 40'000 | 13'840 | 57'933 CHF | 20'656 CHF | 57.43% | 57.43% |