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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | - | 1.45 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.40% |
20.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'376 CHF | 61'876 CHF | 99.38% | 99.38% |
19.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'904 CHF | 58'404 CHF | 97.85% | 97.85% |
18.11.2024 | 0.80% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'516 CHF | 63'016 CHF | 99.14% | 99.14% |
15.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'204 CHF | 64'704 CHF | 99.43% | 99.43% |
14.11.2024 | 0.74% | 1.39 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'519 CHF | 68'019 CHF | 1.50% | 99.14% |
13.11.2024 | - | 1.59 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.95% |
12.11.2024 | 0.71% | 1.57 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'913 CHF | 35'163 CHF | 2.79% | 98.70% |
11.11.2024 | 0.82% | 1.48 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'518 CHF | 30'768 CHF | 77.00% | 98.33% |
08.11.2024 | 1.01% | 1.08 CHF | 1.09 CHF | 25'000 | 25'000 | 35'607 | 35'607 | 34'839 CHF | 35'195 CHF | 99.43% | 99.43% |