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 | 0.99% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 53'823 | 53'823 | 53'938 CHF | 54'476 CHF | 99.36% | 99.36% |
19.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 74'857 | 74'857 | 69'434 CHF | 70'183 CHF | 99.27% | 99.27% |
18.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 53'148 | 53'148 | 55'236 CHF | 55'768 CHF | 99.21% | 99.21% |
15.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'421 | 50'421 | 52'002 CHF | 52'506 CHF | 99.38% | 99.38% |
14.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 67'270 | 67'270 | 66'252 CHF | 66'925 CHF | 99.37% | 99.37% |
13.11.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 73'720 | 73'720 | 66'809 CHF | 67'546 CHF | 96.01% | 96.01% |
12.11.2024 | 1.59% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 96'189 | 96'189 | 59'774 CHF | 60'736 CHF | 90.16% | 90.16% |
11.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'902 CHF | 61'902 CHF | 99.23% | 99.23% |
08.11.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 103'929 | 103'929 | 53'048 CHF | 54'087 CHF | 99.38% | 99.38% |
07.11.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 119'118 | 119'118 | 56'732 CHF | 57'924 CHF | 99.26% | 99.26% |