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 | 0.59% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 30'091 | 30'091 | 90'666 CHF | 91'159 CHF | 93.94% | 93.94% |
19.11.2024 | 0.57% | 3.16 CHF | 3.17 CHF | 50'000 | 50'000 | 29'798 | 29'798 | 93'971 CHF | 94'461 CHF | 99.67% | 99.67% |
18.11.2024 | 0.58% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 32'119 | 32'119 | 99'094 CHF | 99'593 CHF | 67.17% | 67.17% |
15.11.2024 | 0.68% | 2.91 CHF | 2.92 CHF | 50'000 | 50'000 | 29'796 | 29'796 | 81'113 CHF | 81'608 CHF | 99.67% | 99.67% |
14.11.2024 | 0.79% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 33'684 | 27'875 | 80'799 CHF | 67'538 CHF | 91.57% | 91.57% |
13.11.2024 | 0.79% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 34'373 | 29'229 | 79'096 CHF | 67'690 CHF | 97.12% | 97.12% |
12.11.2024 | 0.80% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 34'850 | 29'254 | 78'817 CHF | 66'811 CHF | 87.57% | 87.57% |
11.11.2024 | 0.84% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 34'356 | 28'845 | 75'217 CHF | 63'579 CHF | 97.49% | 97.49% |
08.11.2024 | 0.76% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 34'332 | 29'886 | 82'048 CHF | 71'724 CHF | 98.64% | 98.64% |
07.11.2024 | 0.70% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 29'934 | 29'934 | 78'520 CHF | 79'023 CHF | 97.63% | 97.63% |