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 | 1.19% | 1.62 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'456 CHF | 84'456 CHF | 91.97% | 91.97% |
19.11.2024 | 1.33% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'495 CHF | 75'495 CHF | 97.24% | 97.24% |
18.11.2024 | 1.25% | 1.54 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'407 CHF | 80'407 CHF | 99.26% | 99.26% |
15.11.2024 | 1.09% | 1.70 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'282 CHF | 92'282 CHF | 99.48% | 99.48% |
14.11.2024 | 1.15% | 1.96 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'422 CHF | 87'422 CHF | 98.31% | 98.31% |
13.11.2024 | 1.32% | 1.54 CHF | 1.56 CHF | 50'000 | 50'000 | 44'557 | 44'557 | 67'539 CHF | 68'430 CHF | 97.60% | 97.60% |
12.11.2024 | 1.90% | 1.09 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'074 CHF | 26'574 CHF | 99.03% | 99.03% |
11.11.2024 | 2.03% | 1.02 CHF | 1.04 CHF | 25'000 | 25'000 | 35'834 | 35'834 | 34'845 CHF | 35'561 CHF | 99.37% | 99.37% |
08.11.2024 | 2.17% | 0.92 CHF | 0.94 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 34'711 CHF | 35'471 CHF | 99.47% | 99.47% |
07.11.2024 | 2.28% | 0.90 CHF | 0.92 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 32'897 CHF | 33'657 CHF | 99.34% | 99.34% |