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 | 1.10% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 40'035 | 30'091 | 64'988 CHF | 49'106 CHF | 93.95% | 93.95% |
19.11.2024 | 1.05% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 34'262 | 29'798 | 60'210 CHF | 52'915 CHF | 99.67% | 99.67% |
18.11.2024 | 1.08% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 43'103 | 32'119 | 71'573 CHF | 54'632 CHF | 67.17% | 67.17% |
15.11.2024 | 1.42% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 46'132 | 29'796 | 59'674 CHF | 39'801 CHF | 99.67% | 99.67% |
14.11.2024 | 1.90% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 58'111 | 27'875 | 56'921 CHF | 28'399 CHF | 91.57% | 91.57% |
13.11.2024 | 1.91% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'117 | 29'229 | 54'691 CHF | 26'924 CHF | 97.11% | 97.11% |
12.11.2024 | 2.13% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 64'687 | 29'254 | 55'572 CHF | 26'074 CHF | 87.57% | 87.57% |
11.11.2024 | 2.25% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 66'993 | 28'845 | 53'804 CHF | 23'493 CHF | 97.49% | 97.49% |
08.11.2024 | 1.76% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 52'028 | 29'886 | 53'156 CHF | 30'552 CHF | 98.64% | 98.64% |
07.11.2024 | 1.47% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 42'219 | 29'934 | 52'688 CHF | 37'633 CHF | 97.63% | 97.63% |