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 | 2.12% | 1.15 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'037 CHF | 59'279 CHF | 14.13% | 100.00% |
19.11.2024 | 1.89% | 1.15 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'438 CHF | 56'496 CHF | 100.00% | 100.00% |
18.11.2024 | 1.82% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'360 | 44'613 | 54'263 CHF | 49'257 CHF | 94.39% | 94.39% |
15.11.2024 | 1.43% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 52'135 | 50'000 | 53'933 CHF | 52'576 CHF | 88.05% | 88.05% |
14.11.2024 | 1.81% | 1.28 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'915 CHF | 63'045 CHF | 99.27% | 99.27% |
13.11.2024 | 1.87% | 1.25 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 49'375 | 60'286 CHF | 60'654 CHF | 99.40% | 99.40% |
12.11.2024 | 1.90% | 1.21 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'685 CHF | 61'851 CHF | 100.00% | 100.00% |
11.11.2024 | 1.86% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'886 CHF | 64'064 CHF | 100.00% | 100.00% |
08.11.2024 | 2.11% | 1.24 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'627 CHF | 62'943 CHF | 100.00% | 100.00% |
07.11.2024 | 2.24% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 48'444 | 58'590 CHF | 58'106 CHF | 99.23% | 99.23% |