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 | 1.39% | 1.00 CHF | 1.01 CHF | 54'373 | 10'000 | 50'278 | 10'000 | 50'796 CHF | 10'245 CHF | 50.10% | 50.10% |
19.11.2024 | 1.36% | 0.97 CHF | 0.98 CHF | 55'156 | 10'000 | 56'406 | 10'000 | 52'800 CHF | 9'491 CHF | 99.99% | 99.99% |
18.11.2024 | 1.75% | 0.93 CHF | 0.95 CHF | 56'068 | 10'000 | 56'912 | 9'445 | 51'968 CHF | 8'771 CHF | 99.43% | 99.43% |
15.11.2024 | 1.48% | 0.89 CHF | 0.90 CHF | 57'971 | 10'000 | 58'460 | 10'000 | 51'316 CHF | 8'910 CHF | 94.50% | 94.50% |
14.11.2024 | 1.24% | 1.02 CHF | 1.03 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 53'189 CHF | 10'771 CHF | 99.44% | 99.44% |
13.11.2024 | 1.34% | 1.08 CHF | 1.09 CHF | 50'000 | 10'000 | 50'000 | 9'982 | 52'243 CHF | 10'571 CHF | 97.60% | 97.60% |
12.11.2024 | 1.23% | 1.05 CHF | 1.06 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 52'640 CHF | 10'658 CHF | 98.69% | 98.69% |
11.11.2024 | 1.23% | 1.06 CHF | 1.07 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 51'755 CHF | 10'479 CHF | 61.00% | 61.00% |
08.11.2024 | 1.46% | 0.92 CHF | 0.93 CHF | 54'755 | 10'000 | 55'079 | 10'000 | 49'913 CHF | 9'198 CHF | 90.93% | 90.93% |
07.11.2024 | 1.57% | 0.87 CHF | 0.88 CHF | 56'355 | 10'000 | 55'756 | 9'977 | 48'918 CHF | 8'896 CHF | 35.67% | 35.67% |