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 | 1.77% | 1.38 CHF | 1.40 CHF | 100'000 | 100'000 | 58'017 | 58'017 | 79'903 CHF | 81'165 CHF | 99.63% | 99.63% |
19.11.2024 | 1.79% | 1.54 CHF | 1.56 CHF | 100'000 | 100'000 | 58'015 | 58'015 | 92'854 CHF | 94'354 CHF | 99.64% | 99.64% |
18.11.2024 | 1.85% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 52'684 | 52'684 | 95'539 CHF | 97'194 CHF | 99.60% | 99.60% |
15.11.2024 | 1.82% | 1.84 CHF | 1.86 CHF | 100'000 | 100'000 | 58'008 | 58'008 | 102'126 CHF | 103'779 CHF | 99.65% | 99.65% |
14.11.2024 | 1.89% | 1.69 CHF | 1.71 CHF | 100'000 | 100'000 | 58'010 | 58'010 | 99'045 CHF | 100'733 CHF | 99.63% | 99.63% |
13.11.2024 | 1.95% | 1.75 CHF | 1.77 CHF | 75'000 | 75'000 | 53'269 | 53'269 | 95'478 CHF | 97'232 CHF | 97.57% | 97.57% |
12.11.2024 | 1.91% | 1.93 CHF | 1.95 CHF | 75'000 | 75'000 | 52'683 | 52'683 | 102'695 CHF | 104'535 CHF | 99.63% | 99.63% |
11.11.2024 | 1.98% | 1.99 CHF | 2.01 CHF | 75'000 | 75'000 | 35'127 | 35'127 | 71'510 CHF | 72'730 CHF | 99.63% | 99.63% |
08.11.2024 | 1.92% | 2.10 CHF | 2.12 CHF | 75'000 | 75'000 | 35'198 | 35'198 | 72'230 CHF | 73'409 CHF | 99.64% | 99.64% |
07.11.2024 | 1.98% | 2.12 CHF | 2.14 CHF | 75'000 | 75'000 | 35'195 | 35'195 | 77'560 CHF | 78'893 CHF | 99.64% | 99.64% |