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 | 0.98% | 1.93 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'253 CHF | 96'195 CHF | 14.13% | 89.78% |
19.11.2024 | 0.99% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'171 CHF | 95'110 CHF | 98.83% | 98.83% |
18.11.2024 | 1.29% | 1.82 CHF | 1.84 CHF | 50'000 | 50'000 | 45'564 | 44'435 | 79'497 CHF | 78'469 CHF | 99.09% | 99.09% |
15.11.2024 | 1.15% | 1.61 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'052 CHF | 79'968 CHF | 99.73% | 99.73% |
14.11.2024 | 1.23% | 1.56 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'209 CHF | 74'117 CHF | 97.08% | 97.08% |
13.11.2024 | 1.17% | 1.53 CHF | 1.55 CHF | 50'000 | 50'000 | 49'879 | 49'698 | 76'094 CHF | 76'703 CHF | 97.16% | 97.16% |
12.11.2024 | 1.15% | 1.48 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'276 CHF | 79'181 CHF | 98.02% | 98.02% |
11.11.2024 | 1.22% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 41'256 | 41'256 | 70'444 CHF | 71'247 CHF | 100.00% | 100.00% |
08.11.2024 | 1.28% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'273 CHF | 69'152 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 35'229 | 35'229 | 51'431 CHF | 52'151 CHF | 94.47% | 94.47% |