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 | 1.05% | 1.93 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'884 CHF | 95'884 CHF | 99.41% | 99.41% |
19.11.2024 | 1.04% | 1.82 CHF | 1.84 CHF | 50'000 | 50'000 | 49'240 | 49'240 | 93'942 CHF | 94'927 CHF | 99.11% | 99.11% |
18.11.2024 | 0.91% | 2.17 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'817 CHF | 55'317 CHF | 99.31% | 99.31% |
15.11.2024 | 0.86% | 2.34 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'988 CHF | 58'488 CHF | 99.42% | 99.42% |
14.11.2024 | 0.87% | 2.28 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'442 CHF | 57'942 CHF | 98.77% | 98.77% |
13.11.2024 | 0.92% | 2.17 CHF | 2.19 CHF | 25'000 | 25'000 | 22'425 | 22'425 | 48'379 CHF | 48'828 CHF | 98.90% | 98.90% |
12.11.2024 | 0.95% | 2.11 CHF | 2.13 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 27'269 CHF | 27'529 CHF | 98.96% | 98.96% |
11.11.2024 | 0.97% | 2.11 CHF | 2.13 CHF | 13'000 | 13'000 | 14'263 | 14'263 | 29'209 CHF | 29'494 CHF | 99.09% | 99.09% |
08.11.2024 | 1.04% | 1.97 CHF | 1.99 CHF | 25'000 | 25'000 | 24'622 | 24'622 | 46'969 CHF | 47'461 CHF | 99.26% | 99.26% |
07.11.2024 | 0.97% | 1.97 CHF | 1.99 CHF | 25'000 | 25'000 | 14'228 | 14'228 | 29'162 CHF | 29'446 CHF | 98.91% | 98.91% |