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 | 1.49% | 2.24 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'122 CHF | 112'792 CHF | 100.00% | 100.00% |
19.11.2024 | 1.48% | 2.22 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'978 CHF | 114'665 CHF | 84.85% | 84.85% |
18.11.2024 | 1.46% | 2.21 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'490 CHF | 113'125 CHF | 99.64% | 99.64% |
15.11.2024 | 1.42% | 2.17 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'202 CHF | 108'737 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 2.02 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'050 CHF | 105'649 CHF | 99.44% | 99.44% |
13.11.2024 | 1.47% | 2.13 CHF | 2.16 CHF | 50'000 | 50'000 | 49'644 | 49'519 | 105'885 CHF | 107'172 CHF | 98.88% | 98.88% |
12.11.2024 | 1.47% | 2.08 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'285 CHF | 103'800 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 1.99 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'019 CHF | 100'542 CHF | 100.00% | 100.00% |
08.11.2024 | 1.50% | 2.01 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'712 CHF | 101'223 CHF | 99.51% | 99.51% |
07.11.2024 | 1.49% | 2.01 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'153 CHF | 99'622 CHF | 78.59% | 78.59% |