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 | 1.54% | 3.24 CHF | 3.27 CHF | 50'000 | 50'000 | 26'591 | 18'788 | 89'771 CHF | 63'487 CHF | 98.53% | 98.53% |
19.11.2024 | 1.63% | 3.38 CHF | 3.41 CHF | 50'000 | 50'000 | 26'516 | 18'689 | 86'384 CHF | 61'744 CHF | 99.66% | 99.66% |
18.11.2024 | 1.55% | 3.41 CHF | 3.44 CHF | 50'000 | 50'000 | 26'530 | 18'707 | 90'980 CHF | 64'915 CHF | 99.45% | 99.45% |
15.11.2024 | 1.37% | 3.49 CHF | 3.52 CHF | 50'000 | 50'000 | 26'517 | 18'689 | 100'421 CHF | 70'411 CHF | 99.66% | 99.66% |
14.11.2024 | 2.05% | 4.10 CHF | 4.15 CHF | 50'000 | 50'000 | 26'517 | 18'689 | 112'675 CHF | 80'261 CHF | 99.66% | 99.66% |
13.11.2024 | 1.37% | 4.12 CHF | 4.15 CHF | 50'000 | 50'000 | 26'654 | 18'873 | 104'667 CHF | 75'447 CHF | 97.60% | 97.60% |
12.11.2024 | 1.43% | 3.68 CHF | 3.71 CHF | 50'000 | 50'000 | 26'517 | 18'689 | 98'345 CHF | 70'136 CHF | 99.66% | 99.66% |
11.11.2024 | 1.38% | 3.72 CHF | 3.75 CHF | 50'000 | 50'000 | 26'518 | 18'691 | 100'937 CHF | 71'497 CHF | 99.66% | 99.66% |
08.11.2024 | 1.37% | 3.84 CHF | 3.87 CHF | 50'000 | 50'000 | 26'530 | 18'707 | 102'331 CHF | 72'846 CHF | 99.45% | 99.45% |
07.11.2024 | 1.43% | 3.97 CHF | 4.00 CHF | 50'000 | 50'000 | 26'517 | 18'689 | 100'587 CHF | 72'605 CHF | 99.66% | 99.66% |