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 | 1.32% | 3.58 CHF | 3.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'771 CHF | 183'172 CHF | 89.78% | 89.78% |
19.11.2024 | 0.81% | 3.51 CHF | 3.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'987 CHF | 179'425 CHF | 98.83% | 98.83% |
18.11.2024 | 0.96% | 3.48 CHF | 3.51 CHF | 50'000 | 50'000 | 44'761 | 44'761 | 151'067 CHF | 152'446 CHF | 97.45% | 97.45% |
15.11.2024 | 0.91% | 3.18 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'865 CHF | 159'312 CHF | 98.30% | 98.30% |
14.11.2024 | 0.95% | 3.13 CHF | 3.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'806 CHF | 151'233 CHF | 97.08% | 97.08% |
13.11.2024 | 0.94% | 3.10 CHF | 3.13 CHF | 50'000 | 50'000 | 49'698 | 49'698 | 153'282 CHF | 154'726 CHF | 97.16% | 97.16% |
12.11.2024 | 0.92% | 3.02 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'796 CHF | 158'249 CHF | 98.01% | 98.01% |
11.11.2024 | 0.90% | 3.27 CHF | 3.30 CHF | 50'000 | 50'000 | 41'256 | 41'256 | 137'098 CHF | 138'269 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 2.87 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'514 CHF | 144'912 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 2.99 CHF | 3.01 CHF | 50'000 | 50'000 | 35'229 | 35'229 | 105'759 CHF | 106'850 CHF | 94.47% | 94.47% |