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 | - | 1.37 CHF | 1.40 CHF | 50'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19.11.2024 | 1.91% | 1.34 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'384 CHF | 67'664 CHF | 69.51% | 69.51% |
18.11.2024 | 1.89% | 1.36 CHF | 1.39 CHF | 50'000 | 50'000 | 46'871 | 40'612 | 63'900 CHF | 56'255 CHF | 70.48% | 70.48% |
15.11.2024 | 1.51% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'426 CHF | 70'482 CHF | 58.43% | 58.43% |
14.11.2024 | 1.62% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'443 CHF | 71'596 CHF | 44.17% | 44.17% |
13.11.2024 | - | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12.11.2024 | 1.66% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'389 CHF | 73'603 CHF | 74.48% | 74.48% |
11.11.2024 | 1.55% | 1.49 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'569 CHF | 75'733 CHF | 99.06% | 99.06% |
08.11.2024 | 1.70% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'427 CHF | 71'632 CHF | 81.74% | 81.74% |
07.11.2024 | 1.57% | 1.42 CHF | 1.45 CHF | 50'000 | 50'000 | 49'497 | 48'743 | 70'431 CHF | 70'474 CHF | 99.06% | 99.06% |