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 | 0.34% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'614 CHF | 148'114 CHF | 96.50% | 96.50% |
19.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'719 CHF | 141'219 CHF | 94.58% | 94.58% |
18.11.2024 | 0.40% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'224 CHF | 124'724 CHF | 97.54% | 97.54% |
15.11.2024 | 0.49% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 51'236 | 51'236 | 104'141 CHF | 104'653 CHF | 99.37% | 99.37% |
14.11.2024 | 0.44% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'686 CHF | 113'186 CHF | 94.53% | 94.53% |
13.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 44'294 | 44'294 | 118'716 CHF | 119'159 CHF | 96.26% | 96.26% |
12.11.2024 | 0.35% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'072 CHF | 71'322 CHF | 71.46% | 73.80% |
11.11.2024 | 0.40% | 2.76 CHF | 2.77 CHF | 25'000 | 25'000 | 25'068 | 25'068 | 63'479 CHF | 63'730 CHF | 75.80% | 97.49% |
08.11.2024 | 0.66% | 1.70 CHF | 1.71 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 57'918 CHF | 58'298 CHF | 99.24% | 99.24% |
07.11.2024 | 0.75% | 1.46 CHF | 1.47 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 50'577 CHF | 50'957 CHF | 97.95% | 97.95% |