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 | 1.69% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 42'260 | 30'089 | 63'844 CHF | 46'492 CHF | 93.97% | 93.97% |
19.11.2024 | 1.77% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 42'131 | 29'797 | 57'840 CHF | 41'511 CHF | 99.69% | 99.69% |
18.11.2024 | 1.54% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 43'160 | 32'114 | 64'072 CHF | 47'571 CHF | 67.21% | 67.21% |
15.11.2024 | 1.36% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 34'260 | 29'795 | 63'225 CHF | 55'420 CHF | 99.69% | 99.69% |
14.11.2024 | 1.19% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 33'683 | 27'872 | 73'063 CHF | 60'926 CHF | 91.61% | 91.61% |
13.11.2024 | 1.14% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 34'372 | 29'226 | 76'910 CHF | 66'122 CHF | 97.14% | 97.14% |
12.11.2024 | 1.11% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 34'849 | 29'251 | 79'197 CHF | 66'960 CHF | 87.59% | 87.59% |
11.11.2024 | 1.12% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 34'351 | 28'838 | 80'184 CHF | 68'059 CHF | 97.60% | 97.60% |
08.11.2024 | 1.22% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 34'331 | 29'884 | 72'029 CHF | 63'599 CHF | 98.66% | 98.66% |
07.11.2024 | 1.36% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 34'376 | 29'933 | 64'385 CHF | 56'857 CHF | 97.64% | 97.64% |