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 | 1.06% | 2.14 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'763 CHF | 110'929 CHF | 99.64% | 99.64% |
19.11.2024 | 1.19% | 1.97 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'501 CHF | 98'664 CHF | 96.67% | 96.67% |
18.11.2024 | 1.29% | 2.01 CHF | 2.03 CHF | 50'000 | 50'000 | 45'589 | 44'486 | 90'202 CHF | 89'101 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 2.00 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'627 CHF | 102'800 CHF | 97.65% | 97.65% |
14.11.2024 | 1.10% | 2.07 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'159 CHF | 105'315 CHF | 99.42% | 99.42% |
13.11.2024 | 1.13% | 2.12 CHF | 2.15 CHF | 50'000 | 50'000 | 49'548 | 49'435 | 105'944 CHF | 106'894 CHF | 98.22% | 98.22% |
12.11.2024 | 1.06% | 2.13 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'100 CHF | 113'294 CHF | 99.54% | 99.54% |
11.11.2024 | 0.99% | 2.34 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'938 CHF | 118'100 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 2.23 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'742 CHF | 110'932 CHF | 96.69% | 96.69% |
07.11.2024 | 1.09% | 2.22 CHF | 2.24 CHF | 50'000 | 50'000 | 48'961 | 48'702 | 108'917 CHF | 109'534 CHF | 99.02% | 99.02% |