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 | 1.76% | 2.00 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'953 CHF | 104'779 CHF | 98.99% | 98.99% |
19.11.2024 | 1.29% | 1.82 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'675 CHF | 90'843 CHF | 96.67% | 96.67% |
18.11.2024 | 1.43% | 1.86 CHF | 1.88 CHF | 50'000 | 50'000 | 45'589 | 44'486 | 83'142 CHF | 82'233 CHF | 100.00% | 100.00% |
15.11.2024 | 1.25% | 1.85 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'307 CHF | 95'489 CHF | 97.44% | 97.44% |
14.11.2024 | 1.19% | 1.93 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'931 CHF | 98'094 CHF | 99.42% | 99.42% |
13.11.2024 | 1.19% | 1.98 CHF | 2.01 CHF | 50'000 | 50'000 | 49'548 | 49'435 | 99'127 CHF | 100'078 CHF | 98.11% | 98.11% |
12.11.2024 | 1.10% | 1.99 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'818 CHF | 106'993 CHF | 99.54% | 99.54% |
11.11.2024 | 1.06% | 2.23 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'470 CHF | 112'657 CHF | 99.90% | 99.90% |
08.11.2024 | 1.12% | 2.09 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'560 CHF | 104'731 CHF | 63.37% | 63.37% |
07.11.2024 | 1.13% | 2.10 CHF | 2.12 CHF | 50'000 | 50'000 | 48'899 | 48'624 | 103'095 CHF | 103'690 CHF | 93.45% | 93.45% |