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 | 1.83% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 53'310 | 30'091 | 54'076 CHF | 31'589 CHF | 93.94% | 93.94% |
19.11.2024 | 2.06% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'411 | 29'798 | 53'453 CHF | 26'808 CHF | 99.67% | 99.67% |
18.11.2024 | 1.73% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 53'955 | 32'119 | 53'633 CHF | 31'685 CHF | 67.16% | 67.16% |
15.11.2024 | 1.34% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 42'130 | 29'796 | 57'517 CHF | 40'623 CHF | 99.67% | 99.67% |
14.11.2024 | 1.09% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 33'728 | 27'876 | 56'626 CHF | 47'089 CHF | 91.57% | 91.57% |
13.11.2024 | 1.05% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 34'373 | 29'230 | 60'176 CHF | 51'730 CHF | 97.11% | 97.11% |
12.11.2024 | 1.01% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 34'850 | 29'254 | 62'255 CHF | 52'570 CHF | 87.57% | 87.57% |
11.11.2024 | 0.94% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 34'357 | 28'847 | 63'544 CHF | 53'886 CHF | 97.47% | 97.47% |
08.11.2024 | 1.17% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 42'166 | 29'886 | 67'803 CHF | 49'062 CHF | 98.64% | 98.64% |
07.11.2024 | 1.23% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 42'188 | 29'934 | 58'503 CHF | 42'215 CHF | 97.63% | 97.63% |