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 | 0.90% | 1.15 CHF | 1.16 CHF | 60'000 | 60'000 | 52'173 | 36'520 | 58'055 CHF | 41'150 CHF | 99.67% | 99.67% |
19.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 52'173 | 36'520 | 56'458 CHF | 39'937 CHF | 99.68% | 99.68% |
18.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 60'000 | 60'000 | 54'222 | 36'594 | 54'342 CHF | 37'120 CHF | 98.57% | 98.57% |
15.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 60'000 | 60'000 | 59'486 | 36'520 | 58'349 CHF | 36'102 CHF | 99.68% | 99.68% |
14.11.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 60'000 | 60'000 | 60'000 | 36'520 | 56'140 CHF | 34'865 CHF | 99.68% | 99.68% |
13.11.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 52'268 | 36'804 | 52'923 CHF | 37'487 CHF | 95.51% | 95.51% |
12.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 54'092 | 36'530 | 54'631 CHF | 37'293 CHF | 99.52% | 99.52% |
11.11.2024 | 0.86% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 52'200 | 36'600 | 60'169 CHF | 42'165 CHF | 98.48% | 98.48% |
08.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 60'000 | 60'000 | 52'174 | 36'521 | 62'617 CHF | 44'248 CHF | 99.66% | 99.66% |
07.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 60'000 | 60'000 | 47'462 | 39'806 | 58'424 CHF | 49'290 CHF | 57.50% | 57.50% |