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 | 0.82% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 34'522 | 30'091 | 77'150 CHF | 67'601 CHF | 93.94% | 93.94% |
19.11.2024 | 0.76% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 34'262 | 29'798 | 81'205 CHF | 71'161 CHF | 99.67% | 99.67% |
18.11.2024 | 0.80% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 36'324 | 32'119 | 83'157 CHF | 74'398 CHF | 67.17% | 67.17% |
15.11.2024 | 0.98% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 34'261 | 29'796 | 66'036 CHF | 58'204 CHF | 99.67% | 99.67% |
14.11.2024 | 1.16% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 41'841 | 27'875 | 67'132 CHF | 45'587 CHF | 91.57% | 91.57% |
13.11.2024 | 1.17% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 42'186 | 29'229 | 64'210 CHF | 44'859 CHF | 97.11% | 97.11% |
12.11.2024 | 1.24% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 42'425 | 29'254 | 62'645 CHF | 43'970 CHF | 87.57% | 87.57% |
11.11.2024 | 1.28% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 42'178 | 28'846 | 59'639 CHF | 41'105 CHF | 97.48% | 97.48% |
08.11.2024 | 1.11% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 38'713 | 29'886 | 62'793 CHF | 48'652 CHF | 98.64% | 98.64% |
07.11.2024 | 1.00% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 34'376 | 29'934 | 63'672 CHF | 55'837 CHF | 97.63% | 97.63% |