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 | 2.05% | 1.42 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'271 CHF | 73'771 CHF | 99.45% | 99.45% |
19.11.2024 | 2.15% | 1.38 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'932 CHF | 70'432 CHF | 98.70% | 98.70% |
18.11.2024 | 2.02% | 1.42 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'562 CHF | 75'062 CHF | 99.34% | 99.34% |
15.11.2024 | 1.98% | 1.47 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'037 CHF | 76'537 CHF | 99.32% | 99.32% |
14.11.2024 | 1.75% | 1.60 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'990 CHF | 86'490 CHF | 99.20% | 99.20% |
13.11.2024 | 1.74% | 1.78 CHF | 1.81 CHF | 50'000 | 50'000 | 44'446 | 44'446 | 76'072 CHF | 77'406 CHF | 98.89% | 98.89% |
12.11.2024 | 1.76% | 1.76 CHF | 1.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'168 CHF | 42'918 CHF | 99.15% | 99.15% |
11.11.2024 | 2.01% | 1.68 CHF | 1.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'003 CHF | 37'753 CHF | 99.31% | 99.31% |
08.11.2024 | 2.45% | 1.30 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'288 CHF | 31'038 CHF | 99.31% | 99.31% |
07.11.2024 | 2.51% | 1.23 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'508 CHF | 30'258 CHF | 99.29% | 99.29% |