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 | 0.70% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'449 CHF | 71'949 CHF | 99.21% | 99.21% |
19.11.2024 | 0.80% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'577 CHF | 63'077 CHF | 91.86% | 91.86% |
18.11.2024 | 0.82% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'813 CHF | 61'313 CHF | 99.32% | 99.32% |
15.11.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'975 CHF | 61'475 CHF | 97.90% | 97.90% |
14.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'920 CHF | 69'420 CHF | 99.28% | 99.28% |
13.11.2024 | 0.75% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 43'857 | 43'857 | 58'425 CHF | 58'863 CHF | 97.81% | 97.81% |
12.11.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'783 CHF | 31'033 CHF | 98.84% | 98.84% |
11.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'687 CHF | 27'937 CHF | 99.39% | 99.39% |
08.11.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 25'000 | 25'000 | 25'065 | 25'065 | 26'549 CHF | 26'800 CHF | 98.32% | 98.32% |
07.11.2024 | 1.93% | 0.99 CHF | 1.00 CHF | 38'000 | 38'000 | 38'000 | 37'716 | 36'589 CHF | 37'014 CHF | 96.66% | 96.66% |