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 | 0.78% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'565 CHF | 64'065 CHF | 93.70% | 93.70% |
19.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'624 CHF | 53'124 CHF | 95.44% | 95.44% |
18.11.2024 | 0.84% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'254 CHF | 59'754 CHF | 93.61% | 93.61% |
15.11.2024 | 0.68% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'910 CHF | 73'410 CHF | 99.48% | 99.48% |
14.11.2024 | 0.74% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'848 CHF | 68'348 CHF | 99.41% | 99.41% |
13.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 45'155 | 45'155 | 50'710 CHF | 51'161 CHF | 97.98% | 97.98% |
12.11.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 38'000 | 38'000 | 46'348 | 46'348 | 30'089 CHF | 30'553 CHF | 98.34% | 98.34% |
11.11.2024 | 1.70% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 48'319 | 48'319 | 28'272 CHF | 28'755 CHF | 99.34% | 99.34% |