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 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 1'000 | 91'478 | 1'000 | 51'503 CHF | 575 CHF | 99.64% | 99.64% |
19.11.2024 | 2.10% | 0.52 CHF | 0.53 CHF | 100'000 | 1'000 | 99'766 | 1'000 | 52'874 CHF | 542 CHF | 99.62% | 99.62% |
18.11.2024 | 2.08% | 0.55 CHF | 0.57 CHF | 100'000 | 1'000 | 98'985 | 1'000 | 53'184 CHF | 549 CHF | 99.66% | 99.66% |
15.11.2024 | 1.97% | 0.54 CHF | 0.56 CHF | 100'000 | 1'000 | 91'795 | 1'000 | 52'128 CHF | 580 CHF | 99.58% | 99.58% |
14.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70'000 | 1'000 | 62'608 | 1'000 | 52'174 CHF | 846 CHF | 99.65% | 99.65% |
13.11.2024 | 1.37% | 0.93 CHF | 0.95 CHF | 60'000 | 1'000 | 67'878 | 1'000 | 55'161 CHF | 827 CHF | 95.51% | 95.51% |
12.11.2024 | 1.34% | 0.74 CHF | 0.76 CHF | 70'000 | 1'000 | 61'619 | 1'000 | 52'590 CHF | 867 CHF | 99.67% | 99.67% |
11.11.2024 | 1.20% | 0.85 CHF | 0.87 CHF | 60'000 | 1'000 | 60'000 | 1'000 | 56'355 CHF | 951 CHF | 98.74% | 98.74% |
08.11.2024 | 1.72% | 0.84 CHF | 0.85 CHF | 60'000 | 1'000 | 81'715 | 1'000 | 52'853 CHF | 664 CHF | 99.66% | 99.66% |
07.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80'000 | 1'000 | 72'709 | 1'000 | 52'286 CHF | 734 CHF | 99.64% | 99.64% |