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 | 1.02% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 60'000 | 36'514 | 58'320 CHF | 36'051 CHF | 99.61% | 99.61% |
19.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60'000 | 60'000 | 60'000 | 36'515 | 56'546 CHF | 34'848 CHF | 99.63% | 99.63% |
18.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 60'000 | 36'589 | 51'759 CHF | 32'001 CHF | 98.51% | 98.51% |
15.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 60'000 | 61'982 | 36'515 | 52'113 CHF | 30'992 CHF | 99.63% | 99.63% |
14.11.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 68'359 | 36'515 | 54'293 CHF | 29'747 CHF | 99.63% | 99.63% |
13.11.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 70'000 | 60'000 | 60'583 | 36'752 | 53'033 CHF | 32'357 CHF | 96.14% | 96.14% |
12.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 60'000 | 36'523 | 52'326 CHF | 32'226 CHF | 99.51% | 99.51% |
11.11.2024 | 0.98% | 0.93 CHF | 0.94 CHF | 60'000 | 60'000 | 53'289 | 36'595 | 54'024 CHF | 37'102 CHF | 98.42% | 98.42% |
08.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 52'172 | 36'517 | 55'476 CHF | 39'246 CHF | 99.60% | 99.60% |
07.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 60'000 | 60'000 | 53'267 | 39'801 | 58'395 CHF | 43'816 CHF | 57.44% | 57.44% |