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 | 1.21% | 2.13 CHF | 2.15 CHF | 40'000 | 40'000 | 21'952 | 21'952 | 46'441 CHF | 46'965 CHF | 99.90% | 99.90% |
19.11.2024 | 1.26% | 2.04 CHF | 2.06 CHF | 40'000 | 40'000 | 21'878 | 21'878 | 44'276 CHF | 44'799 CHF | 99.86% | 99.86% |
18.11.2024 | 1.26% | 1.99 CHF | 2.01 CHF | 40'000 | 40'000 | 21'851 | 21'851 | 44'059 CHF | 44'580 CHF | 99.90% | 99.90% |
15.11.2024 | 1.24% | 2.05 CHF | 2.07 CHF | 40'000 | 40'000 | 21'912 | 21'912 | 45'138 CHF | 45'661 CHF | 99.74% | 99.74% |
14.11.2024 | 1.19% | 2.10 CHF | 2.12 CHF | 40'000 | 40'000 | 21'952 | 21'952 | 47'034 CHF | 47'558 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 2.15 CHF | 2.17 CHF | 40'000 | 40'000 | 22'019 | 22'019 | 47'991 CHF | 48'515 CHF | 99.01% | 99.01% |
12.11.2024 | 1.14% | 2.17 CHF | 2.19 CHF | 40'000 | 40'000 | 21'949 | 21'949 | 48'880 CHF | 49'404 CHF | 99.89% | 99.89% |
11.11.2024 | 1.14% | 2.21 CHF | 2.23 CHF | 40'000 | 40'000 | 21'949 | 21'949 | 49'009 CHF | 49'533 CHF | 99.90% | 99.90% |
08.11.2024 | 1.15% | 2.18 CHF | 2.20 CHF | 40'000 | 40'000 | 22'019 | 22'019 | 48'781 CHF | 49'305 CHF | 98.91% | 98.91% |
07.11.2024 | 1.81% | 2.24 CHF | 2.26 CHF | 40'000 | 40'000 | 15'285 | 15'285 | 34'509 CHF | 34'990 CHF | 99.90% | 99.90% |