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 | 1.98% | 0.95 CHF | 0.97 CHF | 60'000 | 30'000 | 54'125 | 30'000 | 54'170 CHF | 30'703 CHF | 99.53% | 99.53% |
19.11.2024 | 1.99% | 1.02 CHF | 1.04 CHF | 50'000 | 20'000 | 56'096 | 20'000 | 55'892 CHF | 20'377 CHF | 99.51% | 99.51% |
18.11.2024 | 1.71% | 1.18 CHF | 1.20 CHF | 50'000 | 20'000 | 49'631 | 20'000 | 57'634 CHF | 23'642 CHF | 99.48% | 99.48% |
15.11.2024 | 1.63% | 1.21 CHF | 1.23 CHF | 50'000 | 30'000 | 49'248 | 30'000 | 59'947 CHF | 37'132 CHF | 90.74% | 90.74% |
14.11.2024 | 1.87% | 1.14 CHF | 1.16 CHF | 50'000 | 30'000 | 51'448 | 30'000 | 54'442 CHF | 32'419 CHF | 99.17% | 99.17% |
13.11.2024 | 1.93% | 0.90 CHF | 0.92 CHF | 60'000 | 20'000 | 52'537 | 20'000 | 54'120 CHF | 21'135 CHF | 97.40% | 97.40% |
12.11.2024 | 1.56% | 1.16 CHF | 1.18 CHF | 50'000 | 20'000 | 42'799 | 20'000 | 54'266 CHF | 25'838 CHF | 99.51% | 99.51% |
11.11.2024 | 1.54% | 1.34 CHF | 1.36 CHF | 40'000 | 20'000 | 41'534 | 20'000 | 53'440 CHF | 26'223 CHF | 99.51% | 99.51% |
08.11.2024 | 2.38% | 1.17 CHF | 1.20 CHF | 50'000 | 20'000 | 46'735 | 20'000 | 58'096 CHF | 25'564 CHF | 99.50% | 99.50% |
07.11.2024 | 1.85% | 1.58 CHF | 1.61 CHF | 40'000 | 20'000 | 38'743 | 20'000 | 62'171 CHF | 32'745 CHF | 98.67% | 98.67% |