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 | 1.93% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 44'628 | 44'628 | 23'630 CHF | 24'078 CHF | 99.32% | 99.32% |
19.11.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 46'630 | 46'630 | 22'008 CHF | 22'477 CHF | 100.00% | 100.00% |
18.11.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 46'757 | 46'757 | 21'109 CHF | 21'578 CHF | 99.77% | 99.77% |
15.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 46'744 | 46'744 | 22'702 CHF | 23'171 CHF | 99.90% | 99.90% |
14.11.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 46'753 | 46'753 | 23'891 CHF | 24'360 CHF | 98.49% | 98.49% |
13.11.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 44'565 | 44'565 | 23'490 CHF | 23'937 CHF | 100.00% | 100.00% |
12.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 90'000 | 90'000 | 44'582 | 44'582 | 24'009 CHF | 24'457 CHF | 99.87% | 99.87% |
11.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 90'000 | 44'600 | 44'600 | 25'173 CHF | 25'621 CHF | 99.90% | 99.90% |
08.11.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 90'000 | 90'000 | 44'699 | 44'699 | 25'022 CHF | 25'471 CHF | 99.06% | 99.06% |
07.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 44'602 | 44'602 | 24'703 CHF | 25'151 CHF | 99.90% | 99.90% |