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 | 2.30% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 25'333 | 54'477 CHF | 28'301 CHF | 99.69% | 99.69% |
19.11.2024 | 2.26% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 25'335 | 55'466 CHF | 28'689 CHF | 99.65% | 99.65% |
18.11.2024 | 2.26% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 25'332 | 55'482 CHF | 28'648 CHF | 99.66% | 99.66% |
15.11.2024 | 2.10% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 29'340 | 53'139 CHF | 32'377 CHF | 56.35% | 56.35% |
14.11.2024 | 2.63% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 20'005 | 57'312 CHF | 19'622 CHF | 99.66% | 99.66% |
13.11.2024 | 2.53% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 58'539 | 25'788 | 57'801 CHF | 26'115 CHF | 96.80% | 96.80% |
12.11.2024 | 2.55% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 59'552 | 25'331 | 58'663 CHF | 25'534 CHF | 99.68% | 99.68% |
11.11.2024 | 2.65% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 20'290 | 56'596 CHF | 19'654 CHF | 96.93% | 96.93% |
08.11.2024 | 2.78% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 20'025 | 54'237 CHF | 18'622 CHF | 99.66% | 99.66% |
07.11.2024 | 2.75% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 20'021 | 54'577 CHF | 18'705 CHF | 99.68% | 99.68% |