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 | 1.46% | 2.04 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'331 CHF | 106'881 CHF | 53.82% | 53.82% |
19.11.2024 | 1.23% | 2.01 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'606 CHF | 99'829 CHF | 95.31% | 95.31% |
18.11.2024 | 1.28% | 2.08 CHF | 2.11 CHF | 50'000 | 50'000 | 46'223 | 45'279 | 94'848 CHF | 94'067 CHF | 93.62% | 93.62% |
15.11.2024 | 1.17% | 2.01 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'107 CHF | 102'299 CHF | 98.63% | 98.63% |
14.11.2024 | 1.14% | 2.11 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'983 CHF | 104'160 CHF | 97.63% | 97.63% |
13.11.2024 | 1.20% | 2.01 CHF | 2.04 CHF | 50'000 | 50'000 | 49'644 | 49'555 | 100'253 CHF | 101'273 CHF | 98.80% | 98.80% |
12.11.2024 | 1.13% | 2.08 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'206 CHF | 109'433 CHF | 99.58% | 99.58% |
11.11.2024 | 1.11% | 2.26 CHF | 2.29 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 107'528 CHF | 108'717 CHF | 98.65% | 98.65% |
08.11.2024 | 1.15% | 2.09 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'746 CHF | 106'971 CHF | 92.82% | 92.82% |
07.11.2024 | 1.09% | 2.31 CHF | 2.33 CHF | 50'000 | 50'000 | 48'961 | 48'701 | 114'270 CHF | 114'900 CHF | 98.93% | 98.93% |