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 | 1.47% | 1.93 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'666 CHF | 103'166 CHF | 99.53% | 99.53% |
19.11.2024 | 1.46% | 2.04 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'711 CHF | 103'211 CHF | 99.55% | 99.55% |
18.11.2024 | 1.36% | 2.20 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'419 CHF | 110'919 CHF | 99.57% | 99.57% |
15.11.2024 | 1.39% | 2.14 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'854 CHF | 108'354 CHF | 98.92% | 98.92% |
14.11.2024 | 1.49% | 2.06 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'712 CHF | 101'212 CHF | 98.72% | 98.72% |
13.11.2024 | 1.58% | 1.85 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'154 CHF | 95'654 CHF | 96.69% | 96.69% |
12.11.2024 | 1.42% | 1.97 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'047 CHF | 106'547 CHF | 99.55% | 99.55% |
11.11.2024 | 1.44% | 2.13 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'800 CHF | 105'300 CHF | 99.56% | 99.56% |
08.11.2024 | 1.44% | 2.01 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'277 CHF | 104'777 CHF | 99.52% | 99.52% |
07.11.2024 | 1.32% | 2.33 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'283 CHF | 114'783 CHF | 99.48% | 99.48% |