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 | 1.30% | 0.73 CHF | 0.74 CHF | 70'000 | 1'000 | 62'015 | 1'000 | 54'607 CHF | 898 CHF | 94.86% | 99.66% |
19.11.2024 | 1.12% | 1.02 CHF | 1.03 CHF | 50'000 | 1'000 | 55'100 | 1'000 | 54'739 CHF | 1'008 CHF | 99.67% | 99.67% |
18.11.2024 | 1.94% | 0.79 CHF | 0.80 CHF | 70'000 | 1'000 | 90'328 | 1'000 | 53'015 CHF | 611 CHF | 98.85% | 98.85% |
15.11.2024 | 1.34% | 0.73 CHF | 0.75 CHF | 70'000 | 1'000 | 57'879 | 1'000 | 53'967 CHF | 956 CHF | 96.21% | 96.21% |
14.11.2024 | 1.18% | 1.10 CHF | 1.11 CHF | 50'000 | 1'000 | 57'779 | 1'000 | 55'983 CHF | 987 CHF | 99.66% | 99.66% |
13.11.2024 | 0.99% | 0.85 CHF | 0.87 CHF | 60'000 | 1'000 | 45'475 | 1'000 | 54'440 CHF | 1'233 CHF | 96.61% | 96.61% |
12.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 1'000 | 46'660 | 1'000 | 55'190 CHF | 1'203 CHF | 99.59% | 99.59% |
11.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 40'000 | 1'000 | 32'167 | 1'000 | 54'551 CHF | 1'724 CHF | 99.66% | 99.66% |
08.11.2024 | 0.53% | 2.13 CHF | 2.14 CHF | 30'000 | 1'000 | 29'399 | 1'000 | 66'487 CHF | 2'278 CHF | 99.40% | 99.40% |
07.11.2024 | 0.68% | 2.05 CHF | 2.06 CHF | 30'000 | 1'000 | 36'414 | 1'000 | 60'129 CHF | 1'681 CHF | 99.08% | 99.08% |