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 | 0.78% | 1.36 CHF | 1.37 CHF | 40'000 | 1'000 | 40'475 | 1'000 | 60'513 CHF | 1'510 CHF | 99.64% | 99.64% |
19.11.2024 | 0.69% | 1.64 CHF | 1.66 CHF | 40'000 | 1'000 | 37'990 | 1'000 | 61'474 CHF | 1'633 CHF | 99.65% | 99.65% |
18.11.2024 | 0.95% | 1.41 CHF | 1.43 CHF | 40'000 | 1'000 | 47'212 | 1'000 | 57'529 CHF | 1'239 CHF | 98.84% | 98.84% |
15.11.2024 | 0.79% | 1.36 CHF | 1.38 CHF | 40'000 | 1'000 | 39'050 | 1'000 | 61'266 CHF | 1'584 CHF | 96.19% | 96.19% |
14.11.2024 | 0.72% | 1.73 CHF | 1.74 CHF | 30'000 | 1'000 | 37'896 | 1'000 | 60'445 CHF | 1'615 CHF | 99.64% | 99.64% |
13.11.2024 | 0.64% | 1.47 CHF | 1.49 CHF | 40'000 | 1'000 | 31'614 | 1'000 | 57'817 CHF | 1'857 CHF | 97.31% | 97.31% |
12.11.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 30'000 | 1'000 | 30'790 | 1'000 | 55'731 CHF | 1'826 CHF | 99.57% | 99.57% |
11.11.2024 | 0.51% | 2.04 CHF | 2.06 CHF | 30'000 | 1'000 | 29'445 | 1'000 | 68'612 CHF | 2'345 CHF | 99.64% | 99.64% |
08.11.2024 | 0.42% | 2.75 CHF | 2.76 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 57'643 CHF | 2'894 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 2.66 CHF | 2.68 CHF | 20'000 | 1'000 | 28'288 | 1'000 | 64'120 CHF | 2'298 CHF | 99.07% | 99.07% |