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 | 0.36% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 49'919 | 49'919 | 140'354 CHF | 140'853 CHF | 95.41% | 95.41% |
19.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 49'628 | 49'628 | 133'496 CHF | 133'992 CHF | 86.86% | 86.86% |
18.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 49'980 | 49'980 | 148'982 CHF | 149'482 CHF | 99.39% | 99.39% |
15.11.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 40'000 | 40'000 | 39'887 | 39'887 | 128'711 CHF | 129'110 CHF | 96.95% | 96.95% |
14.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 40'000 | 40'000 | 39'939 | 39'939 | 128'243 CHF | 128'643 CHF | 97.16% | 97.16% |
13.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 40'000 | 40'000 | 40'548 | 40'548 | 126'418 CHF | 126'823 CHF | 95.91% | 95.91% |
12.11.2024 | 0.32% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 41'108 | 41'108 | 128'589 CHF | 129'000 CHF | 95.86% | 95.86% |
11.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 40'000 | 40'000 | 41'477 | 41'477 | 128'223 CHF | 128'637 CHF | 97.09% | 97.09% |
08.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 50'000 | 50'000 | 47'272 | 47'272 | 141'397 CHF | 141'871 CHF | 93.01% | 93.01% |
07.11.2024 | 0.32% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 40'091 | 40'091 | 124'507 CHF | 124'908 CHF | 93.30% | 93.30% |