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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 58'785 CHF | 1'186 CHF | 99.61% | 99.61% |
20.11.2024 | 0.89% | 1.18 CHF | 1.19 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 57'662 CHF | 1'164 CHF | 99.57% | 99.57% |
19.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 59'218 CHF | 1'195 CHF | 99.50% | 99.50% |
18.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 57'479 CHF | 1'160 CHF | 99.58% | 99.58% |
15.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50'000 | 1'000 | 42'301 | 1'000 | 53'132 CHF | 1'268 CHF | 98.58% | 98.58% |
14.11.2024 | 0.86% | 1.25 CHF | 1.26 CHF | 40'000 | 1'000 | 47'549 | 1'000 | 56'546 CHF | 1'203 CHF | 83.86% | 83.86% |
13.11.2024 | 0.98% | 1.09 CHF | 1.10 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 52'225 CHF | 1'055 CHF | 91.63% | 91.63% |
12.11.2024 | 1.02% | 1.05 CHF | 1.06 CHF | 50'000 | 1'000 | 53'665 | 1'000 | 53'758 CHF | 1'013 CHF | 99.44% | 99.44% |
11.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 1'000 | 68'332 | 1'000 | 56'483 CHF | 837 CHF | 99.61% | 99.61% |
08.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70'000 | 1'000 | 70'124 | 1'000 | 53'640 CHF | 775 CHF | 58.80% | 58.80% |