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 | 0.87% | 2.59 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'447 CHF | 133'610 CHF | 99.64% | 99.64% |
19.11.2024 | 0.96% | 2.42 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'635 CHF | 120'795 CHF | 96.67% | 96.67% |
18.11.2024 | 1.10% | 2.45 CHF | 2.48 CHF | 50'000 | 50'000 | 45'589 | 44'486 | 110'398 CHF | 108'861 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 2.44 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'940 CHF | 125'108 CHF | 97.65% | 97.65% |
14.11.2024 | 0.91% | 2.52 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'565 CHF | 127'716 CHF | 99.42% | 99.42% |
13.11.2024 | 0.93% | 2.57 CHF | 2.60 CHF | 50'000 | 50'000 | 49'435 | 49'435 | 127'959 CHF | 129'147 CHF | 98.22% | 98.22% |
12.11.2024 | 0.88% | 2.58 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'844 CHF | 136'038 CHF | 99.54% | 99.54% |
11.11.2024 | 0.83% | 2.80 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'956 CHF | 141'128 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 2.68 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'516 CHF | 133'688 CHF | 96.69% | 96.69% |
07.11.2024 | 0.89% | 2.67 CHF | 2.70 CHF | 50'000 | 50'000 | 48'702 | 48'702 | 130'588 CHF | 131'732 CHF | 99.02% | 99.02% |