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 | 1.22% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'020 CHF | 49'620 CHF | 99.39% | 99.39% |
19.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 12'265 CHF | 12'415 CHF | 99.27% | 99.27% |
18.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'029 CHF | 13'179 CHF | 99.31% | 99.31% |
15.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'809 CHF | 13'959 CHF | 99.39% | 99.39% |
14.11.2024 | 0.92% | 0.99 CHF | 1.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'238 CHF | 16'388 CHF | 99.35% | 99.35% |
13.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 17'421 CHF | 17'571 CHF | 99.37% | 99.37% |
12.11.2024 | 0.81% | 1.17 CHF | 1.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'387 CHF | 18'537 CHF | 99.09% | 99.09% |
11.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'057 CHF | 26'257 CHF | 99.28% | 99.28% |
08.11.2024 | 0.85% | 1.28 CHF | 1.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'607 CHF | 23'807 CHF | 99.38% | 99.38% |
07.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'215 CHF | 18'415 CHF | 99.26% | 99.26% |