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 | 1.00% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 55'908 | 25'000 | 55'444 CHF | 25'068 CHF | 99.99% | 99.99% |
19.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 58'852 | 25'000 | 57'268 CHF | 24'592 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 52'553 | 25'000 | 52'307 CHF | 25'184 CHF | 99.77% | 99.77% |
15.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 50'000 | 25'000 | 51'569 | 25'000 | 52'436 CHF | 25'698 CHF | 99.99% | 99.99% |
14.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 54'180 CHF | 21'872 CHF | 95.92% | 95.92% |
13.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50'000 | 20'000 | 44'030 | 20'000 | 54'976 CHF | 25'222 CHF | 97.20% | 97.20% |
12.11.2024 | 0.86% | 1.26 CHF | 1.27 CHF | 40'000 | 25'000 | 49'837 | 25'000 | 57'579 CHF | 29'142 CHF | 98.70% | 98.70% |
11.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'672 CHF | 26'586 CHF | 95.92% | 95.92% |
08.11.2024 | 0.97% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'011 | 25'000 | 51'349 CHF | 25'919 CHF | 84.64% | 84.64% |
07.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 59'926 | 25'000 | 57'335 CHF | 24'170 CHF | 99.99% | 99.99% |