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 | 1.43% | 0.72 CHF | 0.74 CHF | 70'000 | 1'000 | 70'009 | 1'000 | 54'344 CHF | 787 CHF | 99.65% | 99.65% |
19.11.2024 | 1.52% | 0.73 CHF | 0.74 CHF | 70'000 | 1'000 | 71'301 | 1'000 | 52'872 CHF | 754 CHF | 99.63% | 99.63% |
18.11.2024 | 1.47% | 0.77 CHF | 0.78 CHF | 70'000 | 1'000 | 70'634 | 1'000 | 53'121 CHF | 764 CHF | 99.67% | 99.67% |
15.11.2024 | 1.46% | 0.76 CHF | 0.77 CHF | 70'000 | 1'000 | 70'000 | 1'000 | 54'711 CHF | 793 CHF | 99.60% | 99.60% |
14.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60'000 | 1'000 | 50'883 | 1'000 | 53'310 CHF | 1'060 CHF | 99.66% | 99.66% |
13.11.2024 | 1.09% | 1.14 CHF | 1.16 CHF | 50'000 | 1'000 | 50'699 | 1'000 | 52'041 CHF | 1'038 CHF | 96.65% | 96.65% |
12.11.2024 | 1.07% | 0.95 CHF | 0.97 CHF | 60'000 | 1'000 | 50'891 | 1'000 | 54'168 CHF | 1'078 CHF | 99.68% | 99.68% |
11.11.2024 | 0.98% | 1.06 CHF | 1.08 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 57'499 CHF | 1'161 CHF | 98.76% | 98.76% |
08.11.2024 | 1.31% | 1.04 CHF | 1.06 CHF | 50'000 | 1'000 | 63'113 | 1'000 | 54'094 CHF | 874 CHF | 99.68% | 99.68% |
07.11.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 60'000 | 1'000 | 60'595 | 1'000 | 56'415 CHF | 944 CHF | 99.66% | 99.66% |