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 | 0.90% | 1.18 CHF | 1.20 CHF | 50'000 | 1'000 | 48'127 | 1'000 | 59'397 CHF | 1'246 CHF | 99.63% | 99.63% |
19.11.2024 | 0.93% | 1.18 CHF | 1.20 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 59'991 CHF | 1'211 CHF | 99.61% | 99.61% |
18.11.2024 | 0.92% | 1.23 CHF | 1.24 CHF | 50'000 | 1'000 | 50'000 | 1'000 | 60'570 CHF | 1'223 CHF | 99.65% | 99.65% |
15.11.2024 | 0.92% | 1.22 CHF | 1.23 CHF | 50'000 | 1'000 | 46'855 | 1'000 | 58'104 CHF | 1'253 CHF | 99.56% | 99.56% |
14.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 60'353 CHF | 1'520 CHF | 99.64% | 99.64% |
13.11.2024 | 0.76% | 1.60 CHF | 1.62 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 59'408 CHF | 1'497 CHF | 91.55% | 91.55% |
12.11.2024 | 0.76% | 1.41 CHF | 1.43 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 60'894 CHF | 1'534 CHF | 99.64% | 99.64% |
11.11.2024 | 0.70% | 1.52 CHF | 1.53 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 64'220 CHF | 1'617 CHF | 98.74% | 98.74% |
08.11.2024 | 0.86% | 1.50 CHF | 1.51 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 52'498 CHF | 1'324 CHF | 99.66% | 99.66% |
07.11.2024 | 0.83% | 1.29 CHF | 1.30 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 55'332 CHF | 1'395 CHF | 99.63% | 99.63% |