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 | 1.71% | 2.87 CHF | 2.90 CHF | 50'000 | 50'000 | 26'516 | 18'688 | 80'570 CHF | 56'822 CHF | 99.65% | 99.65% |
19.11.2024 | 1.87% | 3.02 CHF | 3.05 CHF | 50'000 | 50'000 | 26'514 | 18'685 | 76'134 CHF | 54'904 CHF | 99.65% | 99.65% |
18.11.2024 | 1.91% | 2.87 CHF | 2.90 CHF | 50'000 | 50'000 | 26'522 | 18'696 | 73'786 CHF | 52'976 CHF | 99.57% | 99.57% |
15.11.2024 | 1.83% | 2.64 CHF | 2.67 CHF | 50'000 | 50'000 | 26'518 | 18'690 | 75'704 CHF | 53'677 CHF | 99.67% | 99.67% |
14.11.2024 | 1.62% | 3.01 CHF | 3.04 CHF | 50'000 | 50'000 | 26'517 | 18'690 | 85'432 CHF | 60'356 CHF | 99.66% | 99.66% |
13.11.2024 | 1.52% | 3.33 CHF | 3.36 CHF | 50'000 | 50'000 | 26'653 | 18'871 | 91'487 CHF | 65'124 CHF | 97.59% | 97.59% |
12.11.2024 | 1.57% | 3.39 CHF | 3.42 CHF | 50'000 | 50'000 | 26'516 | 18'688 | 90'320 CHF | 64'638 CHF | 99.65% | 99.65% |
11.11.2024 | 1.62% | 3.37 CHF | 3.40 CHF | 50'000 | 50'000 | 26'516 | 18'688 | 87'741 CHF | 62'957 CHF | 99.65% | 99.65% |
08.11.2024 | 1.58% | 3.26 CHF | 3.29 CHF | 50'000 | 50'000 | 26'515 | 18'687 | 88'580 CHF | 62'923 CHF | 99.65% | 99.65% |
07.11.2024 | 1.66% | 3.31 CHF | 3.34 CHF | 50'000 | 50'000 | 26'516 | 18'688 | 85'153 CHF | 61'028 CHF | 99.66% | 99.66% |