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 | 2.36% | 1.62 CHF | 1.64 CHF | 100'000 | 100'000 | 53'028 | 37'370 | 81'232 CHF | 59'123 CHF | 99.64% | 99.64% |
19.11.2024 | 2.15% | 1.55 CHF | 1.57 CHF | 100'000 | 100'000 | 51'133 | 37'378 | 82'951 CHF | 61'368 CHF | 99.67% | 99.67% |
18.11.2024 | 2.06% | 1.65 CHF | 1.67 CHF | 100'000 | 100'000 | 45'218 | 37'392 | 76'945 CHF | 64'617 CHF | 99.57% | 99.57% |
15.11.2024 | 2.14% | 1.80 CHF | 1.82 CHF | 100'000 | 100'000 | 52'975 | 37'380 | 89'013 CHF | 64'511 CHF | 99.67% | 99.67% |
14.11.2024 | 2.39% | 1.60 CHF | 1.62 CHF | 100'000 | 100'000 | 53'036 | 37'381 | 79'810 CHF | 57'968 CHF | 99.66% | 99.66% |
13.11.2024 | 1.27% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 53'404 | 37'873 | 75'287 CHF | 54'361 CHF | 96.89% | 96.89% |
12.11.2024 | 2.49% | 1.43 CHF | 1.45 CHF | 100'000 | 100'000 | 53'032 | 37'377 | 74'893 CHF | 53'798 CHF | 99.66% | 99.66% |
11.11.2024 | 2.41% | 1.43 CHF | 1.45 CHF | 100'000 | 100'000 | 53'037 | 37'383 | 76'961 CHF | 55'130 CHF | 99.66% | 99.66% |
08.11.2024 | 2.51% | 1.47 CHF | 1.49 CHF | 100'000 | 100'000 | 53'031 | 37'375 | 75'367 CHF | 54'558 CHF | 99.66% | 99.66% |
07.11.2024 | 2.33% | 1.46 CHF | 1.48 CHF | 100'000 | 100'000 | 53'032 | 37'376 | 79'714 CHF | 57'056 CHF | 99.66% | 99.66% |