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 | 1.11% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 34'521 | 30'089 | 79'953 CHF | 70'539 CHF | 93.97% | 93.97% |
19.11.2024 | 1.17% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 34'261 | 29'797 | 74'295 CHF | 65'256 CHF | 99.69% | 99.69% |
18.11.2024 | 1.03% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 36'320 | 32'114 | 82'503 CHF | 73'260 CHF | 67.21% | 67.21% |
15.11.2024 | 0.97% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 29'795 | 29'795 | 78'605 CHF | 79'292 CHF | 99.69% | 99.69% |
14.11.2024 | 0.89% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 29'026 | 27'872 | 86'066 CHF | 83'267 CHF | 91.61% | 91.61% |
13.11.2024 | 0.84% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 30'030 | 29'185 | 91'173 CHF | 89'274 CHF | 97.35% | 97.35% |
12.11.2024 | 0.81% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 30'475 | 29'264 | 93'409 CHF | 90'259 CHF | 87.31% | 87.31% |
11.11.2024 | 0.83% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 29'906 | 28'838 | 93'594 CHF | 90'897 CHF | 97.59% | 97.59% |
08.11.2024 | 0.89% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 29'884 | 29'884 | 86'418 CHF | 87'090 CHF | 98.66% | 98.66% |
07.11.2024 | 0.94% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 29'933 | 29'933 | 79'752 CHF | 80'410 CHF | 97.64% | 97.64% |