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 | 1.15% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 51'765 CHF | 52'365 CHF | 99.56% | 99.56% |
19.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'795 CHF | 49'395 CHF | 99.51% | 99.51% |
18.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'830 CHF | 47'430 CHF | 99.45% | 99.51% |
15.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'734 CHF | 47'334 CHF | 98.91% | 98.91% |
14.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'224 CHF | 47'824 CHF | 99.52% | 99.52% |
13.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 33'081 CHF | 33'531 CHF | 99.51% | 99.51% |
12.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'670 CHF | 50'170 CHF | 99.52% | 99.52% |
11.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 43'070 CHF | 43'520 CHF | 99.48% | 99.48% |
08.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 46'501 CHF | 46'951 CHF | 99.50% | 99.50% |
07.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'479 CHF | 36'829 CHF | 99.04% | 99.04% |