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 | 1.28% | 1.19 CHF | 1.20 CHF | 47'175 | 10'000 | 45'901 | 10'000 | 55'603 CHF | 12'284 CHF | 59.92% | 59.92% |
19.11.2024 | 1.12% | 1.20 CHF | 1.21 CHF | 47'527 | 10'000 | 48'324 | 10'000 | 55'796 CHF | 11'678 CHF | 99.99% | 99.99% |
18.11.2024 | 1.48% | 1.16 CHF | 1.18 CHF | 48'377 | 10'000 | 48'437 | 9'445 | 54'677 CHF | 10'817 CHF | 99.43% | 99.43% |
15.11.2024 | 1.23% | 1.09 CHF | 1.11 CHF | 48'625 | 10'000 | 49'325 | 10'000 | 53'298 CHF | 10'941 CHF | 94.50% | 94.50% |
14.11.2024 | 1.79% | 1.25 CHF | 1.27 CHF | 46'079 | 10'000 | 40'115 | 10'000 | 52'658 CHF | 13'367 CHF | 81.35% | 81.35% |
13.11.2024 | 1.81% | 1.25 CHF | 1.28 CHF | 44'513 | 7'500 | 40'184 | 9'993 | 51'175 CHF | 12'961 CHF | 61.79% | 61.79% |
12.11.2024 | 1.77% | 1.29 CHF | 1.31 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 51'865 CHF | 13'197 CHF | 98.69% | 98.69% |
11.11.2024 | 1.74% | 1.25 CHF | 1.27 CHF | 44'797 | 10'000 | 40'310 | 10'000 | 50'820 CHF | 12'830 CHF | 42.20% | 42.20% |
08.11.2024 | 1.59% | 1.14 CHF | 1.16 CHF | 46'265 | 10'000 | 46'603 | 10'000 | 52'488 CHF | 11'448 CHF | 90.93% | 90.93% |
07.11.2024 | 1.18% | 1.09 CHF | 1.11 CHF | 47'731 | 10'000 | 47'194 | 9'975 | 52'061 CHF | 11'139 CHF | 32.18% | 32.18% |