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 | 0.83% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 18'686 | 18'686 | 38'659 CHF | 38'924 CHF | 99.63% | 99.63% |
19.11.2024 | 1.38% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 19'026 | 19'026 | 38'078 CHF | 38'436 CHF | 95.89% | 95.89% |
18.11.2024 | 0.85% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 18'714 | 18'714 | 39'554 CHF | 39'820 CHF | 99.33% | 99.33% |
15.11.2024 | 2.59% | 1.59 CHF | 1.62 CHF | 50'000 | 50'000 | 18'731 | 18'731 | 28'083 CHF | 28'723 CHF | 99.14% | 99.14% |
14.11.2024 | 2.05% | 1.62 CHF | 1.65 CHF | 50'000 | 50'000 | 18'703 | 18'703 | 32'856 CHF | 33'495 CHF | 99.47% | 99.47% |
13.11.2024 | 1.66% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 18'900 | 18'900 | 37'205 CHF | 37'638 CHF | 97.23% | 97.23% |
12.11.2024 | 1.16% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 18'854 | 18'854 | 42'733 CHF | 43'087 CHF | 97.77% | 97.77% |
11.11.2024 | 1.57% | 2.54 CHF | 2.56 CHF | 50'000 | 50'000 | 18'597 | 18'597 | 42'956 CHF | 43'485 CHF | 98.57% | 98.57% |
08.11.2024 | 1.28% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 18'690 | 18'690 | 28'093 CHF | 28'358 CHF | 99.41% | 99.41% |
07.11.2024 | 1.48% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 37'431 | 37'431 | 46'742 CHF | 47'272 CHF | 99.32% | 99.32% |