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% | 1.25 CHF | 1.27 CHF | 49'918 | 10'000 | 40'313 | 10'000 | 52'180 CHF | 13'078 CHF | 89.47% | 89.47% |
19.11.2024 | 1.07% | 1.25 CHF | 1.26 CHF | 49'805 | 10'000 | 49'908 | 10'000 | 60'437 CHF | 12'240 CHF | 74.99% | 74.99% |
18.11.2024 | 1.27% | 1.22 CHF | 1.23 CHF | 49'776 | 10'000 | 49'981 | 9'613 | 59'618 CHF | 11'614 CHF | 91.53% | 91.53% |
15.11.2024 | 1.10% | 1.17 CHF | 1.19 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 57'810 CHF | 11'690 CHF | 94.50% | 94.50% |
14.11.2024 | 0.97% | 1.31 CHF | 1.33 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 54'671 CHF | 13'801 CHF | 99.44% | 99.44% |
13.11.2024 | 1.06% | 1.38 CHF | 1.39 CHF | 40'000 | 10'000 | 40'000 | 9'982 | 53'820 CHF | 13'574 CHF | 97.60% | 97.60% |
12.11.2024 | 0.94% | 1.35 CHF | 1.36 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 54'147 CHF | 13'664 CHF | 98.69% | 98.69% |
11.11.2024 | 0.92% | 1.36 CHF | 1.37 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 53'254 CHF | 13'437 CHF | 66.13% | 66.13% |
08.11.2024 | 1.14% | 1.21 CHF | 1.22 CHF | 48'517 | 10'000 | 48'693 | 10'000 | 58'089 CHF | 12'069 CHF | 90.93% | 90.93% |
07.11.2024 | 1.10% | 1.15 CHF | 1.16 CHF | 49'373 | 10'000 | 49'009 | 9'975 | 56'903 CHF | 11'713 CHF | 32.35% | 32.35% |