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 | 2.19% | 1.14 CHF | 1.17 CHF | 50'000 | 25'000 | 49'987 | 25'000 | 56'203 CHF | 28'733 CHF | 99.12% | 99.12% |
19.11.2024 | 2.23% | 1.10 CHF | 1.12 CHF | 50'000 | 25'000 | 42'418 | 23'512 | 50'083 CHF | 28'650 CHF | 92.97% | 92.97% |
18.11.2024 | 2.19% | 1.37 CHF | 1.40 CHF | 40'000 | 25'000 | 40'000 | 23'895 | 53'950 CHF | 32'939 CHF | 99.79% | 99.79% |
15.11.2024 | 1.87% | 1.35 CHF | 1.38 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'724 CHF | 34'847 CHF | 98.33% | 98.33% |
14.11.2024 | 1.78% | 1.44 CHF | 1.47 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 56'793 CHF | 36'133 CHF | 99.44% | 99.44% |
13.11.2024 | 1.86% | 1.41 CHF | 1.43 CHF | 40'000 | 25'000 | 40'000 | 24'964 | 54'836 CHF | 34'866 CHF | 97.95% | 97.95% |
12.11.2024 | 1.76% | 1.48 CHF | 1.51 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'986 CHF | 38'792 CHF | 100.00% | 100.00% |
11.11.2024 | 1.57% | 1.57 CHF | 1.60 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 64'654 CHF | 41'049 CHF | 96.82% | 96.82% |
08.11.2024 | 1.69% | 1.54 CHF | 1.57 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'039 CHF | 38'801 CHF | 99.79% | 99.79% |
07.11.2024 | 1.69% | 1.51 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 24'741 | 62'240 CHF | 39'159 CHF | 99.06% | 99.06% |