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 | 2.76% | 1.34 CHF | 1.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 85'954 CHF | 88'354 CHF | 100.00% | 100.00% |
19.11.2024 | 2.86% | 1.44 CHF | 1.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 82'886 CHF | 85'286 CHF | 100.00% | 100.00% |
18.11.2024 | 2.64% | 1.56 CHF | 1.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 89'684 CHF | 92'084 CHF | 98.96% | 98.96% |
15.11.2024 | 2.58% | 1.39 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'643 CHF | 78'643 CHF | 100.00% | 100.00% |
14.11.2024 | 2.33% | 1.75 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'023 CHF | 87'023 CHF | 100.00% | 100.00% |
13.11.2024 | 2.34% | 1.67 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'344 CHF | 86'344 CHF | 99.87% | 99.87% |
12.11.2024 | 2.10% | 1.78 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'039 CHF | 96'039 CHF | 100.00% | 100.00% |
11.11.2024 | 1.97% | 2.05 CHF | 2.09 CHF | 50'000 | 50'000 | 49'978 | 49'978 | 100'648 CHF | 102'647 CHF | 100.00% | 100.00% |
08.11.2024 | 2.18% | 1.82 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'692 CHF | 92'692 CHF | 100.00% | 100.00% |
07.11.2024 | 2.05% | 1.96 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'405 CHF | 98'405 CHF | 99.67% | 99.67% |