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 | 1.32% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 34'344 | 30'429 | 65'490 CHF | 58'631 CHF | 99.64% | 99.64% |
19.11.2024 | 1.36% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 64'406 CHF | 57'754 CHF | 99.65% | 99.65% |
18.11.2024 | 1.40% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 34'353 | 30'442 | 63'460 CHF | 57'089 CHF | 99.45% | 99.45% |
15.11.2024 | 1.38% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 62'969 CHF | 56'412 CHF | 99.64% | 99.64% |
14.11.2024 | 1.28% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 34'339 | 30'424 | 68'059 CHF | 60'970 CHF | 99.61% | 99.61% |
13.11.2024 | 1.22% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 34'470 | 30'587 | 71'853 CHF | 64'447 CHF | 96.84% | 96.84% |
12.11.2024 | 1.15% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 34'361 | 30'452 | 75'851 CHF | 67'883 CHF | 99.24% | 99.24% |
11.11.2024 | 1.12% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 77'911 CHF | 69'693 CHF | 99.64% | 99.64% |
08.11.2024 | 1.09% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 80'786 CHF | 72'284 CHF | 99.64% | 99.64% |
07.11.2024 | 1.15% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 76'931 CHF | 68'972 CHF | 99.64% | 99.64% |