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 | 2.06% | 1.35 CHF | 1.38 CHF | 50'000 | 50'000 | 51'423 | 51'423 | 74'017 CHF | 75'559 CHF | 99.48% | 99.48% |
19.11.2024 | 2.31% | 1.34 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'274 CHF | 98'524 CHF | 90.57% | 90.57% |
18.11.2024 | 2.37% | 1.34 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'933 CHF | 96'183 CHF | 99.17% | 99.17% |
15.11.2024 | 2.41% | 1.21 CHF | 1.24 CHF | 75'000 | 75'000 | 74'862 | 74'862 | 92'199 CHF | 94'445 CHF | 85.90% | 85.90% |
14.11.2024 | 2.17% | 1.36 CHF | 1.39 CHF | 50'000 | 50'000 | 52'373 | 52'373 | 71'575 CHF | 73'146 CHF | 98.79% | 98.79% |
13.11.2024 | 1.22% | 1.46 CHF | 1.49 CHF | 50'000 | 50'000 | 59'573 | 59'573 | 79'981 CHF | 80'973 CHF | 89.61% | 89.61% |
12.11.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 48'477 CHF | 48'857 CHF | 99.04% | 99.04% |
11.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 44'203 CHF | 44'583 CHF | 99.19% | 99.19% |
08.11.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 42'537 CHF | 42'917 CHF | 98.61% | 98.61% |
07.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 39'748 CHF | 40'128 CHF | 99.28% | 99.28% |