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 | 0.98% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 51'509 | 50'000 | 52'509 CHF | 51'519 CHF | 99.54% | 99.54% |
19.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'666 | 50'000 | 51'579 CHF | 51'420 CHF | 99.51% | 99.51% |
18.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'852 CHF | 56'352 CHF | 99.48% | 99.48% |
15.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'514 CHF | 58'014 CHF | 90.74% | 90.74% |
14.11.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'636 | 50'000 | 53'253 CHF | 53'125 CHF | 99.16% | 99.16% |
13.11.2024 | 0.97% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 52'418 | 50'000 | 54'011 CHF | 52'209 CHF | 97.40% | 97.40% |
12.11.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 50'000 | 30'000 | 50'000 | 30'000 | 58'483 CHF | 35'390 CHF | 99.52% | 99.52% |
11.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'034 CHF | 59'534 CHF | 99.50% | 99.50% |
08.11.2024 | 1.72% | 1.11 CHF | 1.13 CHF | 50'000 | 30'000 | 49'880 | 30'000 | 57'571 CHF | 35'233 CHF | 99.50% | 99.50% |
07.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 40'000 | 30'000 | 40'002 | 30'000 | 54'255 CHF | 40'990 CHF | 98.91% | 98.91% |