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 | 1.21% | 0.87 CHF | 0.88 CHF | 60'000 | 1'000 | 60'000 | 1'000 | 55'327 CHF | 933 CHF | 99.64% | 99.64% |
19.11.2024 | 1.26% | 0.87 CHF | 0.89 CHF | 60'000 | 1'000 | 60'003 | 1'000 | 53'280 CHF | 899 CHF | 99.62% | 99.62% |
18.11.2024 | 1.23% | 0.91 CHF | 0.92 CHF | 60'000 | 1'000 | 60'229 | 1'000 | 53'975 CHF | 908 CHF | 99.65% | 99.65% |
15.11.2024 | 1.22% | 0.90 CHF | 0.92 CHF | 60'000 | 1'000 | 60'000 | 1'000 | 55'597 CHF | 938 CHF | 99.56% | 99.56% |
14.11.2024 | 0.94% | 1.10 CHF | 1.12 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 59'691 CHF | 1'205 CHF | 99.65% | 99.65% |
13.11.2024 | 0.96% | 1.29 CHF | 1.30 CHF | 40'000 | 1'000 | 48'433 | 1'000 | 56'685 CHF | 1'185 CHF | 90.80% | 90.80% |
12.11.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 50'000 | 1'000 | 49'918 | 1'000 | 60'457 CHF | 1'223 CHF | 99.67% | 99.67% |
11.11.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 50'000 | 1'000 | 41'512 | 1'000 | 53'664 CHF | 1'306 CHF | 98.75% | 98.75% |
08.11.2024 | 1.12% | 1.19 CHF | 1.20 CHF | 50'000 | 1'000 | 57'802 | 1'000 | 57'739 CHF | 1'015 CHF | 99.66% | 99.66% |
07.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 60'000 | 1'000 | 51'405 | 1'000 | 55'111 CHF | 1'086 CHF | 99.64% | 99.64% |