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 | 1.83% | 2.06 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'526 CHF | 110'526 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 2.18 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'408 CHF | 107'408 CHF | 100.00% | 100.00% |
18.11.2024 | 1.78% | 2.30 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'641 CHF | 113'641 CHF | 98.96% | 98.96% |
15.11.2024 | 1.74% | 2.11 CHF | 2.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 91'036 CHF | 92'636 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 2.52 CHF | 2.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'559 CHF | 100'159 CHF | 100.00% | 100.00% |
13.11.2024 | 1.62% | 2.42 CHF | 2.46 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 97'830 CHF | 99'430 CHF | 99.88% | 99.88% |
12.11.2024 | 1.48% | 2.57 CHF | 2.61 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 107'147 CHF | 108'747 CHF | 100.00% | 100.00% |
11.11.2024 | 1.41% | 2.86 CHF | 2.90 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 112'700 CHF | 114'300 CHF | 100.00% | 100.00% |
08.11.2024 | 1.53% | 2.60 CHF | 2.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 103'631 CHF | 105'231 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 2.75 CHF | 2.79 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 108'476 CHF | 110'076 CHF | 99.67% | 99.67% |