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 | 0.96% | 1.09 CHF | 1.10 CHF | 50'000 | 1'000 | 45'720 | 1'000 | 55'695 CHF | 1'241 CHF | 99.64% | 99.64% |
19.11.2024 | 0.83% | 1.38 CHF | 1.39 CHF | 40'000 | 1'000 | 40'000 | 1'000 | 54'164 CHF | 1'365 CHF | 99.64% | 99.64% |
18.11.2024 | 1.21% | 1.14 CHF | 1.16 CHF | 50'000 | 1'000 | 57'267 | 1'000 | 54'463 CHF | 970 CHF | 98.83% | 98.83% |
15.11.2024 | 0.96% | 1.09 CHF | 1.11 CHF | 50'000 | 1'000 | 41'954 | 1'000 | 54'310 CHF | 1'315 CHF | 96.19% | 96.19% |
14.11.2024 | 0.86% | 1.46 CHF | 1.47 CHF | 40'000 | 1'000 | 40'963 | 1'000 | 54'546 CHF | 1'346 CHF | 99.64% | 99.64% |
13.11.2024 | 0.75% | 1.21 CHF | 1.22 CHF | 50'000 | 1'000 | 36'598 | 1'000 | 57'012 CHF | 1'590 CHF | 96.79% | 96.79% |
12.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 40'000 | 1'000 | 38'771 | 1'000 | 59'779 CHF | 1'559 CHF | 99.57% | 99.57% |
11.11.2024 | 0.58% | 1.77 CHF | 1.79 CHF | 30'000 | 1'000 | 30'004 | 1'000 | 62'015 CHF | 2'079 CHF | 99.64% | 99.64% |
08.11.2024 | 0.45% | 2.48 CHF | 2.50 CHF | 30'000 | 1'000 | 21'735 | 1'000 | 56'575 CHF | 2'630 CHF | 99.36% | 99.36% |
07.11.2024 | 0.56% | 2.40 CHF | 2.41 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 60'680 CHF | 2'034 CHF | 99.07% | 99.07% |