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 | 1.09% | 2.09 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'408 CHF | 108'583 CHF | 99.64% | 99.64% |
19.11.2024 | 1.23% | 1.92 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'657 CHF | 95'831 CHF | 96.66% | 96.66% |
18.11.2024 | 1.32% | 1.96 CHF | 1.98 CHF | 50'000 | 50'000 | 45'589 | 44'486 | 87'884 CHF | 86'832 CHF | 100.00% | 100.00% |
15.11.2024 | 1.18% | 1.95 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'084 CHF | 100'259 CHF | 97.65% | 97.65% |
14.11.2024 | 1.13% | 2.02 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'652 CHF | 102'805 CHF | 99.42% | 99.42% |
13.11.2024 | 1.11% | 2.07 CHF | 2.10 CHF | 50'000 | 50'000 | 49'548 | 49'435 | 103'633 CHF | 104'546 CHF | 98.22% | 98.22% |
12.11.2024 | 1.09% | 2.09 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'017 CHF | 111'219 CHF | 99.54% | 99.54% |
11.11.2024 | 1.03% | 2.30 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'075 CHF | 116'265 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'566 CHF | 108'777 CHF | 96.69% | 96.69% |
07.11.2024 | 1.09% | 2.17 CHF | 2.20 CHF | 50'000 | 50'000 | 48'961 | 48'702 | 106'739 CHF | 107'342 CHF | 99.02% | 99.02% |