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 | 1.09% | 1.76 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'167 CHF | 92'167 CHF | 93.70% | 93.70% |
19.11.2024 | 1.25% | 1.60 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'206 CHF | 80'206 CHF | 93.05% | 93.05% |
18.11.2024 | 1.15% | 1.65 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'284 CHF | 87'284 CHF | 93.59% | 93.59% |
15.11.2024 | 0.99% | 1.86 CHF | 1.88 CHF | 50'000 | 50'000 | 29'876 | 29'876 | 59'885 CHF | 60'483 CHF | 98.83% | 98.83% |
14.11.2024 | 1.04% | 2.21 CHF | 2.23 CHF | 25'000 | 25'000 | 45'593 | 45'593 | 86'280 CHF | 87'192 CHF | 98.25% | 98.25% |
13.11.2024 | 1.25% | 1.66 CHF | 1.68 CHF | 50'000 | 50'000 | 44'568 | 44'568 | 71'415 CHF | 72'306 CHF | 97.80% | 97.80% |
12.11.2024 | 2.01% | 1.04 CHF | 1.06 CHF | 25'000 | 25'000 | 33'567 | 33'567 | 32'971 CHF | 33'642 CHF | 99.05% | 99.05% |
11.11.2024 | 2.20% | 0.96 CHF | 0.98 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 34'195 CHF | 34'955 CHF | 99.38% | 99.38% |
08.11.2024 | 2.36% | 0.83 CHF | 0.85 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 31'783 CHF | 32'543 CHF | 99.30% | 99.30% |
07.11.2024 | 2.51% | 0.83 CHF | 0.85 CHF | 38'000 | 38'000 | 38'268 | 38'268 | 30'103 CHF | 30'868 CHF | 99.33% | 99.33% |