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 | 0.59% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'961 CHF | 85'461 CHF | 99.47% | 99.47% |
19.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'383 CHF | 77'883 CHF | 94.47% | 94.47% |
18.11.2024 | 0.52% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'692 CHF | 97'192 CHF | 77.51% | 94.49% |
15.11.2024 | 0.63% | 1.87 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'132 CHF | 79'632 CHF | 77.59% | 94.36% |
14.11.2024 | 0.62% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'881 CHF | 81'381 CHF | 94.38% | 94.38% |
13.11.2024 | 0.65% | 1.74 CHF | 1.73 CHF | 50'000 | 50'000 | 43'555 | 43'555 | 67'474 CHF | 67'909 CHF | 82.14% | 88.74% |
12.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'753 CHF | 36'003 CHF | 93.20% | 93.20% |
11.11.2024 | 0.65% | 1.64 CHF | 1.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'164 CHF | 38'414 CHF | 97.61% | 97.85% |
08.11.2024 | 0.88% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'448 CHF | 28'698 CHF | 99.40% | 99.40% |
07.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'829 CHF | 27'079 CHF | 99.21% | 99.21% |