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 | 0.52% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 30'091 | 30'091 | 105'649 CHF | 106'148 CHF | 93.95% | 93.95% |
19.11.2024 | 0.50% | 3.65 CHF | 3.66 CHF | 50'000 | 50'000 | 29'798 | 29'798 | 108'744 CHF | 109'241 CHF | 99.68% | 99.68% |
18.11.2024 | 0.51% | 3.68 CHF | 3.69 CHF | 50'000 | 50'000 | 32'118 | 32'118 | 115'105 CHF | 115'610 CHF | 67.18% | 67.18% |
15.11.2024 | 0.57% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 29'796 | 29'796 | 96'002 CHF | 96'492 CHF | 99.68% | 99.68% |
14.11.2024 | 0.66% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 29'028 | 27'874 | 84'309 CHF | 81'478 CHF | 91.58% | 91.58% |
13.11.2024 | 0.62% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 30'053 | 29'229 | 84'059 CHF | 82'199 CHF | 97.12% | 97.12% |
12.11.2024 | 0.66% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 30'459 | 29'253 | 84'129 CHF | 81'337 CHF | 87.57% | 87.57% |
11.11.2024 | 0.68% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 29'910 | 28'844 | 80'210 CHF | 77'833 CHF | 97.51% | 97.51% |
08.11.2024 | 0.63% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 29'885 | 29'885 | 85'899 CHF | 86'395 CHF | 98.64% | 98.64% |
07.11.2024 | 0.59% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 29'934 | 29'934 | 93'215 CHF | 93'716 CHF | 97.63% | 97.63% |