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% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'013 CHF | 69'673 CHF | 99.64% | 99.64% |
19.11.2024 | 1.10% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'792 CHF | 59'445 CHF | 96.67% | 96.67% |
18.11.2024 | 1.30% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 44'486 | 59'838 CHF | 53'857 CHF | 100.00% | 100.00% |
15.11.2024 | 1.10% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'056 CHF | 62'741 CHF | 97.65% | 97.65% |
14.11.2024 | 1.07% | 1.27 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'257 CHF | 64'949 CHF | 99.42% | 99.42% |
13.11.2024 | 1.03% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 66'331 CHF | 66'559 CHF | 98.22% | 98.22% |
12.11.2024 | 0.93% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'990 CHF | 71'654 CHF | 99.54% | 99.54% |
11.11.2024 | 0.90% | 1.50 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'867 CHF | 75'544 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'712 CHF | 69'400 CHF | 96.69% | 96.69% |
07.11.2024 | 0.98% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 49'481 | 48'702 | 69'241 CHF | 68'862 CHF | 99.02% | 99.02% |