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 | 0.80% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'197 CHF | 62'697 CHF | 98.56% | 98.56% |
19.11.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'328 CHF | 55'828 CHF | 94.48% | 94.48% |
18.11.2024 | 0.67% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'273 | 50'273 | 75'408 CHF | 75'911 CHF | 94.55% | 94.55% |
15.11.2024 | 0.86% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'449 CHF | 58'949 CHF | 99.43% | 99.43% |
14.11.2024 | 0.86% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'087 CHF | 58'587 CHF | 94.98% | 94.98% |
13.11.2024 | 0.90% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 44'113 | 44'113 | 49'207 CHF | 49'649 CHF | 89.93% | 89.93% |
12.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 25'000 | 25'000 | 29'633 | 29'633 | 29'502 CHF | 29'799 CHF | 99.46% | 99.46% |
11.11.2024 | 0.92% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'365 | 25'365 | 27'318 CHF | 27'572 CHF | 97.85% | 97.85% |
08.11.2024 | 1.36% | 0.86 CHF | 0.87 CHF | 38'000 | 38'000 | 38'247 | 38'247 | 28'048 CHF | 28'430 CHF | 99.27% | 99.27% |
07.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 41'962 | 41'962 | 28'484 CHF | 28'904 CHF | 98.64% | 98.64% |