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 | 0.88% | 2.21 CHF | 2.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 136'464 CHF | 137'664 CHF | 99.93% | 99.93% |
19.11.2024 | 1.00% | 2.03 CHF | 2.05 CHF | 60'000 | 60'000 | 59'967 | 59'967 | 119'875 CHF | 121'075 CHF | 99.63% | 99.63% |
18.11.2024 | 0.98% | 2.07 CHF | 2.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 122'069 CHF | 123'269 CHF | 99.63% | 99.63% |
15.11.2024 | 0.95% | 2.06 CHF | 2.08 CHF | 60'000 | 60'000 | 59'994 | 59'994 | 125'719 CHF | 126'919 CHF | 99.53% | 99.53% |
14.11.2024 | 0.93% | 2.14 CHF | 2.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 128'930 CHF | 130'130 CHF | 99.90% | 99.90% |
13.11.2024 | 0.90% | 2.19 CHF | 2.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 132'654 CHF | 133'854 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 2.20 CHF | 2.22 CHF | 60'000 | 60'000 | 59'997 | 59'997 | 139'589 CHF | 140'789 CHF | 99.59% | 99.59% |
11.11.2024 | 0.82% | 2.44 CHF | 2.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 146'487 CHF | 147'687 CHF | 99.72% | 99.72% |
08.11.2024 | 0.87% | 2.32 CHF | 2.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 137'197 CHF | 138'397 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 2.31 CHF | 2.33 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 138'962 CHF | 140'162 CHF | 100.00% | 100.00% |