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 | 0.74% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 67'084 CHF | 67'584 CHF | 97.66% | 97.66% |
19.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 49'926 | 49'926 | 61'260 CHF | 61'759 CHF | 93.12% | 93.12% |
18.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 49'989 | 49'989 | 75'403 CHF | 75'903 CHF | 99.88% | 99.88% |
15.11.2024 | 0.58% | 1.62 CHF | 1.63 CHF | 40'000 | 40'000 | 39'897 | 39'897 | 68'887 CHF | 69'286 CHF | 97.28% | 97.28% |
14.11.2024 | 0.59% | 1.84 CHF | 1.85 CHF | 40'000 | 40'000 | 39'783 | 39'783 | 68'175 CHF | 68'573 CHF | 97.03% | 97.03% |
13.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 40'000 | 40'000 | 40'550 | 40'550 | 65'703 CHF | 66'109 CHF | 96.49% | 96.49% |
12.11.2024 | 0.61% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 41'134 | 41'134 | 67'123 CHF | 67'534 CHF | 95.97% | 95.97% |
11.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 40'000 | 40'000 | 41'462 | 41'462 | 66'090 CHF | 66'504 CHF | 97.86% | 97.86% |
08.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 47'376 | 47'376 | 70'742 CHF | 71'217 CHF | 94.78% | 94.78% |
07.11.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 40'062 | 40'062 | 64'186 CHF | 64'587 CHF | 95.22% | 95.22% |