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 | 2.81% | 1.42 CHF | 1.44 CHF | 100'000 | 100'000 | 58'849 | 37'380 | 76'149 CHF | 50'779 CHF | 99.65% | 99.65% |
19.11.2024 | 3.61% | 1.33 CHF | 1.36 CHF | 50'000 | 50'000 | 42'172 | 18'689 | 60'863 CHF | 27'249 CHF | 99.66% | 99.66% |
18.11.2024 | 3.38% | 1.47 CHF | 1.50 CHF | 50'000 | 50'000 | 42'174 | 18'695 | 65'369 CHF | 29'611 CHF | 99.57% | 99.57% |
15.11.2024 | 3.56% | 1.69 CHF | 1.72 CHF | 50'000 | 50'000 | 42'172 | 18'688 | 63'100 CHF | 29'611 CHF | 99.66% | 99.66% |
14.11.2024 | 2.82% | 1.42 CHF | 1.44 CHF | 100'000 | 100'000 | 60'109 | 37'378 | 76'763 CHF | 49'922 CHF | 99.65% | 99.65% |
13.11.2024 | 3.10% | 1.22 CHF | 1.24 CHF | 100'000 | 100'000 | 61'088 | 37'740 | 70'192 CHF | 45'190 CHF | 97.59% | 97.59% |
12.11.2024 | 2.99% | 1.19 CHF | 1.21 CHF | 100'000 | 100'000 | 60'860 | 37'376 | 71'285 CHF | 44'731 CHF | 99.65% | 99.65% |
11.11.2024 | 2.84% | 1.20 CHF | 1.22 CHF | 100'000 | 100'000 | 57'250 | 37'379 | 70'255 CHF | 46'677 CHF | 99.65% | 99.65% |
08.11.2024 | 2.99% | 1.26 CHF | 1.28 CHF | 100'000 | 100'000 | 60'861 | 37'378 | 72'548 CHF | 46'239 CHF | 99.65% | 99.65% |
07.11.2024 | 3.97% | 1.24 CHF | 1.27 CHF | 50'000 | 50'000 | 42'172 | 18'688 | 55'434 CHF | 25'132 CHF | 99.65% | 99.65% |