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 | 0.86% | 2.26 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'739 CHF | 116'739 CHF | 99.34% | 99.34% |
19.11.2024 | 0.95% | 2.13 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'051 CHF | 106'051 CHF | 98.03% | 98.03% |
18.11.2024 | 0.89% | 2.17 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'346 CHF | 112'346 CHF | 93.61% | 93.61% |
15.11.2024 | 0.80% | 2.35 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'560 CHF | 125'560 CHF | 99.34% | 99.34% |
14.11.2024 | 0.84% | 2.65 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'462 CHF | 120'462 CHF | 98.31% | 98.31% |
13.11.2024 | 0.94% | 2.16 CHF | 2.18 CHF | 50'000 | 50'000 | 44'564 | 44'564 | 94'359 CHF | 95'250 CHF | 97.73% | 97.73% |
12.11.2024 | 1.30% | 1.58 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'167 CHF | 38'667 CHF | 98.34% | 98.34% |
11.11.2024 | 1.38% | 1.50 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'028 CHF | 36'528 CHF | 99.40% | 99.40% |
08.11.2024 | 1.46% | 1.36 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'929 CHF | 34'429 CHF | 99.28% | 99.28% |
07.11.2024 | 1.53% | 1.35 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'448 CHF | 32'948 CHF | 99.35% | 99.35% |