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 | 0.98% | 1.18 CHF | 1.20 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 56'592 CHF | 1'143 CHF | 99.63% | 99.63% |
19.11.2024 | 0.97% | 1.17 CHF | 1.19 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 58'071 CHF | 1'173 CHF | 99.62% | 99.62% |
18.11.2024 | 0.96% | 1.14 CHF | 1.16 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 58'153 CHF | 1'174 CHF | 99.65% | 99.65% |
15.11.2024 | 0.99% | 1.16 CHF | 1.18 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 56'993 CHF | 1'151 CHF | 99.58% | 99.58% |
14.11.2024 | 1.25% | 0.96 CHF | 0.97 CHF | 60'000 | 1'000 | 60'000 | 1'000 | 52'607 CHF | 888 CHF | 99.64% | 99.64% |
13.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70'000 | 1'000 | 62'096 | 1'000 | 54'663 CHF | 895 CHF | 91.57% | 91.57% |
12.11.2024 | 1.35% | 0.95 CHF | 0.97 CHF | 60'000 | 1'000 | 66'412 | 1'000 | 55'960 CHF | 856 CHF | 99.66% | 99.66% |
11.11.2024 | 1.48% | 0.84 CHF | 0.86 CHF | 60'000 | 1'000 | 69'986 | 1'000 | 52'959 CHF | 768 CHF | 98.73% | 98.73% |
08.11.2024 | 1.11% | 0.85 CHF | 0.87 CHF | 60'000 | 1'000 | 52'091 | 1'000 | 53'702 CHF | 1'047 CHF | 99.66% | 99.66% |
07.11.2024 | 1.15% | 1.06 CHF | 1.07 CHF | 50'000 | 1'000 | 57'834 | 1'000 | 56'052 CHF | 983 CHF | 99.64% | 99.64% |