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 | 1.82% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 42'260 | 30'089 | 60'390 CHF | 44'043 CHF | 93.97% | 93.97% |
19.11.2024 | 1.99% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 42'400 | 29'797 | 54'694 CHF | 39'092 CHF | 99.69% | 99.69% |
18.11.2024 | 1.66% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 43'160 | 32'114 | 60'507 CHF | 44'936 CHF | 67.20% | 67.20% |
15.11.2024 | 1.42% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 34'260 | 29'795 | 60'421 CHF | 52'979 CHF | 99.69% | 99.69% |
14.11.2024 | 1.23% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 33'683 | 27'872 | 70'289 CHF | 58'630 CHF | 91.61% | 91.61% |
13.11.2024 | 1.18% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 34'359 | 29'170 | 74'094 CHF | 63'630 CHF | 97.42% | 97.42% |
12.11.2024 | 1.15% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 34'849 | 29'251 | 76'371 CHF | 64'591 CHF | 87.59% | 87.59% |
11.11.2024 | 1.16% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 34'352 | 28'839 | 77'415 CHF | 65'737 CHF | 97.59% | 97.59% |
08.11.2024 | 1.27% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 34'331 | 29'884 | 69'273 CHF | 61'200 CHF | 98.66% | 98.66% |
07.11.2024 | 1.37% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 34'376 | 29'933 | 61'629 CHF | 54'433 CHF | 97.64% | 97.64% |