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 | 21'951 | 21'951 | 46'445 CHF | 46'969 CHF | 99.90% | 99.90% |
19.11.2024 | 1.26% | 2.04 CHF | 2.06 CHF | 40'000 | 40'000 | 21'878 | 21'878 | 44'261 CHF | 44'784 CHF | 99.88% | 99.88% |
18.11.2024 | 1.26% | 2.00 CHF | 2.02 CHF | 40'000 | 40'000 | 21'851 | 21'851 | 44'095 CHF | 44'616 CHF | 99.90% | 99.90% |
15.11.2024 | 1.24% | 2.05 CHF | 2.07 CHF | 40'000 | 40'000 | 21'913 | 21'913 | 45'156 CHF | 45'679 CHF | 99.73% | 99.73% |
14.11.2024 | 1.19% | 2.10 CHF | 2.12 CHF | 40'000 | 40'000 | 21'952 | 21'952 | 47'035 CHF | 47'559 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 2.15 CHF | 2.17 CHF | 40'000 | 40'000 | 22'019 | 22'019 | 47'982 CHF | 48'507 CHF | 99.01% | 99.01% |
12.11.2024 | 1.14% | 2.17 CHF | 2.19 CHF | 40'000 | 40'000 | 21'948 | 21'948 | 48'843 CHF | 49'366 CHF | 99.90% | 99.90% |
11.11.2024 | 1.14% | 2.21 CHF | 2.23 CHF | 40'000 | 40'000 | 21'949 | 21'949 | 48'972 CHF | 49'496 CHF | 99.90% | 99.90% |
08.11.2024 | 1.15% | 2.17 CHF | 2.19 CHF | 40'000 | 40'000 | 22'018 | 22'018 | 48'699 CHF | 49'224 CHF | 98.93% | 98.93% |
07.11.2024 | 1.81% | 2.24 CHF | 2.26 CHF | 40'000 | 40'000 | 15'284 | 15'284 | 34'481 CHF | 34'962 CHF | 99.90% | 99.90% |