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% | 2.56 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'121 CHF | 132'266 CHF | 99.64% | 99.64% |
19.11.2024 | 0.98% | 2.39 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'963 CHF | 119'128 CHF | 96.66% | 96.66% |
18.11.2024 | 1.10% | 2.43 CHF | 2.45 CHF | 50'000 | 50'000 | 45'589 | 44'486 | 109'053 CHF | 107'527 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 2.41 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'421 CHF | 123'583 CHF | 97.65% | 97.65% |
14.11.2024 | 0.92% | 2.49 CHF | 2.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'041 CHF | 126'197 CHF | 99.42% | 99.42% |
13.11.2024 | 0.91% | 2.54 CHF | 2.57 CHF | 50'000 | 50'000 | 49'435 | 49'435 | 126'610 CHF | 127'761 CHF | 98.22% | 98.22% |
12.11.2024 | 0.88% | 2.56 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'667 CHF | 134'847 CHF | 99.54% | 99.54% |
11.11.2024 | 0.84% | 2.78 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'931 CHF | 140'100 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 2.66 CHF | 2.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'262 CHF | 132'425 CHF | 96.69% | 96.69% |
07.11.2024 | 0.92% | 2.65 CHF | 2.67 CHF | 50'000 | 50'000 | 48'702 | 48'702 | 129'281 CHF | 130'457 CHF | 99.02% | 99.02% |