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 | 0.58% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 49'998 | 49'998 | 85'318 CHF | 85'818 CHF | 97.55% | 97.55% |
19.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'465 CHF | 79'965 CHF | 92.17% | 92.17% |
18.11.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 93'704 CHF | 94'204 CHF | 99.84% | 99.84% |
15.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 40'000 | 40'000 | 39'896 | 39'896 | 83'860 CHF | 84'259 CHF | 96.17% | 96.17% |
14.11.2024 | 0.48% | 2.21 CHF | 2.22 CHF | 40'000 | 40'000 | 39'951 | 39'951 | 83'429 CHF | 83'829 CHF | 96.86% | 96.86% |
13.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 40'000 | 40'000 | 40'522 | 40'522 | 80'815 CHF | 81'220 CHF | 96.63% | 96.63% |
12.11.2024 | 0.50% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 41'131 | 41'131 | 82'504 CHF | 82'915 CHF | 95.52% | 95.52% |
11.11.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 40'000 | 40'000 | 41'476 | 41'476 | 81'620 CHF | 82'035 CHF | 97.32% | 97.32% |
08.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 47'414 | 47'414 | 88'464 CHF | 88'939 CHF | 94.61% | 94.61% |
07.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 40'096 | 40'096 | 79'283 CHF | 79'685 CHF | 94.60% | 94.60% |