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 | 3.34% | 1.21 CHF | 1.22 CHF | 50'000 | 25'000 | 50'000 | 12'933 | 57'134 CHF | 15'284 CHF | 99.65% | 99.65% |
19.11.2024 | 3.23% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 50'000 | 12'933 | 58'644 CHF | 15'697 CHF | 99.63% | 99.63% |
18.11.2024 | 3.16% | 1.17 CHF | 1.18 CHF | 50'000 | 25'000 | 49'797 | 12'931 | 58'474 CHF | 15'682 CHF | 99.67% | 99.67% |
15.11.2024 | 3.29% | 1.19 CHF | 1.20 CHF | 50'000 | 20'000 | 50'000 | 11'868 | 57'616 CHF | 14'138 CHF | 99.58% | 99.58% |
14.11.2024 | 4.19% | 0.99 CHF | 1.00 CHF | 60'000 | 20'000 | 60'000 | 11'865 | 53'476 CHF | 11'099 CHF | 99.67% | 99.67% |
13.11.2024 | 4.18% | 0.80 CHF | 0.81 CHF | 70'000 | 20'000 | 61'400 | 11'960 | 55'170 CHF | 11'011 CHF | 97.54% | 97.54% |
12.11.2024 | 4.34% | 0.98 CHF | 1.00 CHF | 60'000 | 20'000 | 60'544 | 11'865 | 52'137 CHF | 10'757 CHF | 99.68% | 99.68% |
11.11.2024 | 4.88% | 0.87 CHF | 0.89 CHF | 60'000 | 20'000 | 68'498 | 11'882 | 52'910 CHF | 9'727 CHF | 98.76% | 98.76% |
08.11.2024 | 3.49% | 0.88 CHF | 0.89 CHF | 60'000 | 20'000 | 51'839 | 11'881 | 54'213 CHF | 12'642 CHF | 99.68% | 99.68% |
07.11.2024 | 3.89% | 1.09 CHF | 1.10 CHF | 50'000 | 20'000 | 57'830 | 11'881 | 56'898 CHF | 12'332 CHF | 99.65% | 99.65% |