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 | 0.87% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'622 | 50'622 | 58'089 CHF | 58'595 CHF | 99.07% | 99.07% |
19.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 58'093 | 58'092 | 58'269 CHF | 58'849 CHF | 95.63% | 95.63% |
18.11.2024 | 0.91% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'533 CHF | 55'033 CHF | 98.73% | 98.73% |
15.11.2024 | 0.78% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'855 CHF | 64'355 CHF | 97.16% | 97.16% |
14.11.2024 | 0.84% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'662 CHF | 60'162 CHF | 99.38% | 99.38% |
13.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 51'329 | 51'329 | 52'654 CHF | 53'166 CHF | 96.68% | 96.68% |
12.11.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 38'000 | 38'000 | 44'802 | 44'802 | 29'965 CHF | 30'413 CHF | 99.05% | 99.05% |
11.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 49'622 | 49'622 | 31'111 CHF | 31'607 CHF | 99.39% | 99.39% |
08.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'143 CHF | 29'643 CHF | 99.26% | 99.26% |
07.11.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'828 CHF | 28'328 CHF | 99.33% | 99.33% |