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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.16% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 98'997 | 98'997 | 76'959 CHF | 78'432 CHF | 99.63% | 99.63% |
20.11.2024 | 2.26% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 77'688 | 77'688 | 68'174 CHF | 69'651 CHF | 99.62% | 99.62% |
19.11.2024 | 2.27% | 1.01 CHF | 1.03 CHF | 100'000 | 100'000 | 58'017 | 58'017 | 61'691 CHF | 62'969 CHF | 99.63% | 99.63% |
18.11.2024 | 2.26% | 1.10 CHF | 1.12 CHF | 100'000 | 100'000 | 58'018 | 58'018 | 71'925 CHF | 73'402 CHF | 99.58% | 99.58% |
15.11.2024 | 2.15% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 58'011 | 58'011 | 69'619 CHF | 70'934 CHF | 99.63% | 99.63% |
14.11.2024 | 2.37% | 1.14 CHF | 1.16 CHF | 100'000 | 100'000 | 58'013 | 58'013 | 66'969 CHF | 68'410 CHF | 99.61% | 99.61% |
13.11.2024 | 2.35% | 1.19 CHF | 1.21 CHF | 100'000 | 100'000 | 58'712 | 58'712 | 72'145 CHF | 73'686 CHF | 97.56% | 97.56% |
12.11.2024 | 2.34% | 1.35 CHF | 1.37 CHF | 100'000 | 100'000 | 58'012 | 58'012 | 79'133 CHF | 80'811 CHF | 99.63% | 99.63% |
11.11.2024 | 2.43% | 1.40 CHF | 1.42 CHF | 75'000 | 75'000 | 52'684 | 52'684 | 76'492 CHF | 78'239 CHF | 99.62% | 99.62% |
08.11.2024 | 2.42% | 1.51 CHF | 1.53 CHF | 75'000 | 75'000 | 52'748 | 52'748 | 76'906 CHF | 78'635 CHF | 99.63% | 99.63% |