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 | 0.69% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 30'091 | 30'091 | 78'266 CHF | 78'764 CHF | 93.94% | 93.94% |
19.11.2024 | 0.66% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 29'798 | 29'798 | 81'711 CHF | 82'200 CHF | 99.67% | 99.67% |
18.11.2024 | 0.68% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 32'120 | 32'120 | 85'831 CHF | 86'333 CHF | 67.16% | 67.16% |
15.11.2024 | 0.82% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 34'261 | 29'796 | 78'778 CHF | 69'287 CHF | 99.67% | 99.67% |
14.11.2024 | 0.94% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 33'685 | 27'876 | 66'861 CHF | 55'993 CHF | 91.57% | 91.57% |
13.11.2024 | 0.95% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 34'373 | 29'230 | 64'979 CHF | 55'683 CHF | 97.11% | 97.11% |
12.11.2024 | 0.99% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 34'850 | 29'254 | 64'498 CHF | 54'794 CHF | 87.57% | 87.57% |
11.11.2024 | 1.03% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 34'357 | 28'847 | 61'139 CHF | 51'759 CHF | 97.47% | 97.47% |
08.11.2024 | 0.91% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 34'332 | 29'886 | 68'119 CHF | 59'597 CHF | 98.64% | 98.64% |
07.11.2024 | 0.81% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 34'376 | 29'934 | 76'295 CHF | 66'811 CHF | 97.63% | 97.63% |