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 | 1.85% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 56'488 | 25'338 | 56'608 CHF | 25'960 CHF | 99.65% | 99.65% |
19.11.2024 | 1.81% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 25'340 | 51'143 CHF | 26'354 CHF | 99.61% | 99.61% |
18.11.2024 | 1.81% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'035 | 25'335 | 51'168 CHF | 26'297 CHF | 99.64% | 99.64% |
15.11.2024 | 1.85% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 56'195 | 29'353 | 54'544 CHF | 29'686 CHF | 56.30% | 56.30% |
14.11.2024 | 2.14% | 0.89 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 20'007 | 52'058 CHF | 17'739 CHF | 99.62% | 99.62% |
13.11.2024 | 2.02% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 25'791 | 54'054 CHF | 23'719 CHF | 96.77% | 96.77% |
12.11.2024 | 2.06% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 25'338 | 53'893 CHF | 23'185 CHF | 99.62% | 99.62% |
11.11.2024 | 2.12% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 20'295 | 51'392 CHF | 17'760 CHF | 96.86% | 96.86% |
08.11.2024 | 2.26% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 68'804 | 20'028 | 56'232 CHF | 16'761 CHF | 99.61% | 99.61% |
07.11.2024 | 2.24% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 20'023 | 57'601 CHF | 16'837 CHF | 99.65% | 99.65% |