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 | 1.03% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'301 CHF | 137'716 CHF | 14.13% | 89.78% |
19.11.2024 | 1.07% | 2.67 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'379 CHF | 136'835 CHF | 98.83% | 98.83% |
18.11.2024 | 1.27% | 2.64 CHF | 2.67 CHF | 50'000 | 50'000 | 44'523 | 44'435 | 113'411 CHF | 114'559 CHF | 99.09% | 99.09% |
15.11.2024 | 1.18% | 2.39 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'737 CHF | 119'129 CHF | 99.73% | 99.73% |
14.11.2024 | 0.94% | 2.33 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'701 CHF | 111'755 CHF | 97.08% | 97.08% |
13.11.2024 | 1.09% | 2.30 CHF | 2.33 CHF | 50'000 | 50'000 | 49'758 | 49'698 | 114'063 CHF | 115'164 CHF | 97.16% | 97.16% |
12.11.2024 | 1.15% | 2.24 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'942 CHF | 118'299 CHF | 98.02% | 98.02% |
11.11.2024 | 1.25% | 2.46 CHF | 2.49 CHF | 50'000 | 50'000 | 41'256 | 41'256 | 103'236 CHF | 104'479 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 2.10 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'112 CHF | 106'026 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 2.20 CHF | 2.22 CHF | 50'000 | 50'000 | 35'229 | 35'229 | 78'059 CHF | 78'827 CHF | 94.47% | 94.47% |