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 | 1.22% | 2.55 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'611 CHF | 124'111 CHF | 99.53% | 99.53% |
19.11.2024 | 1.22% | 2.44 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'041 CHF | 123'541 CHF | 99.55% | 99.55% |
18.11.2024 | 1.30% | 2.28 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'960 CHF | 116'460 CHF | 99.57% | 99.57% |
15.11.2024 | 1.26% | 2.36 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'355 CHF | 119'855 CHF | 98.92% | 98.92% |
14.11.2024 | 1.96% | 2.44 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'684 CHF | 129'184 CHF | 98.73% | 98.73% |
13.11.2024 | 1.10% | 2.73 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'089 CHF | 136'589 CHF | 96.69% | 96.69% |
12.11.2024 | 1.23% | 2.59 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'728 CHF | 123'228 CHF | 99.55% | 99.55% |
11.11.2024 | 1.21% | 2.41 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'715 CHF | 125'215 CHF | 99.57% | 99.57% |
08.11.2024 | 1.19% | 2.56 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'054 CHF | 126'554 CHF | 99.52% | 99.52% |
07.11.2024 | 1.28% | 2.24 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'500 CHF | 118'000 CHF | 99.48% | 99.48% |