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 | 3.37% | 1.02 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'751 CHF | 55'591 CHF | 99.64% | 99.64% |
19.11.2024 | 2.82% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 66'983 | 50'000 | 54'889 CHF | 42'215 CHF | 96.67% | 96.67% |
18.11.2024 | 2.99% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 62'007 | 44'486 | 52'672 CHF | 38'867 CHF | 100.00% | 100.00% |
15.11.2024 | 2.54% | 0.87 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'550 CHF | 46'627 CHF | 97.65% | 97.65% |
14.11.2024 | 2.42% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 59'941 | 50'000 | 57'508 CHF | 49'148 CHF | 99.42% | 99.42% |
13.11.2024 | 2.28% | 1.00 CHF | 1.03 CHF | 50'000 | 50'000 | 51'724 | 49'435 | 52'770 CHF | 51'655 CHF | 98.22% | 98.22% |
12.11.2024 | 2.06% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'645 CHF | 57'821 CHF | 99.54% | 99.54% |
11.11.2024 | 1.88% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'192 CHF | 63'375 CHF | 100.00% | 100.00% |
08.11.2024 | 2.13% | 1.13 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'741 CHF | 55'921 CHF | 96.69% | 96.69% |
07.11.2024 | 2.12% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 48'702 | 56'227 CHF | 56'036 CHF | 99.02% | 99.02% |