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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | - | 1.90 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.82% |
20.11.2024 | 0.62% | 1.66 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'725 CHF | 81'225 CHF | 2.60% | 99.34% |
19.11.2024 | 0.73% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'490 CHF | 68'990 CHF | 93.97% | 98.64% |
18.11.2024 | 0.84% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'364 CHF | 59'864 CHF | 99.33% | 99.33% |
15.11.2024 | 0.79% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'230 CHF | 63'730 CHF | 99.32% | 99.32% |
14.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'150 CHF | 65'650 CHF | 98.73% | 98.73% |
13.11.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 44'671 | 44'671 | 53'864 CHF | 54'311 CHF | 99.14% | 99.14% |
12.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'694 CHF | 26'944 CHF | 98.75% | 98.75% |
11.11.2024 | 1.01% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 35'276 | 35'276 | 34'803 CHF | 35'156 CHF | 99.31% | 99.31% |
08.11.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 38'000 | 38'000 | 35'551 | 35'551 | 34'749 CHF | 35'104 CHF | 99.43% | 99.43% |