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 | 0.60% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'078 CHF | 83'578 CHF | 98.97% | 98.97% |
19.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'567 CHF | 84'067 CHF | 96.55% | 96.55% |
18.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'265 CHF | 84'765 CHF | 97.53% | 97.53% |
15.11.2024 | 0.55% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 49'939 | 49'939 | 91'211 CHF | 91'710 CHF | 97.75% | 97.75% |
14.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'263 | 25'263 | 52'339 CHF | 52'592 CHF | 99.08% | 99.08% |
13.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 25'000 | 25'000 | 22'309 | 22'309 | 46'578 CHF | 46'801 CHF | 97.77% | 97.77% |
12.11.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 28'114 CHF | 28'244 CHF | 14.23% | 99.08% |
11.11.2024 | 0.45% | 2.25 CHF | 2.25 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 28'818 CHF | 28'948 CHF | 5.06% | 94.04% |
08.11.2024 | - | 2.44 CHF | - CHF | 13'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.81% |
07.11.2024 | 0.43% | 2.43 CHF | 2.33 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 29'976 CHF | 30'106 CHF | 30.56% | 99.26% |