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 | 0.51% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'840 CHF | 98'340 CHF | 99.03% | 99.03% |
19.11.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'181 CHF | 91'681 CHF | 94.55% | 94.55% |
18.11.2024 | 0.45% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'619 CHF | 111'119 CHF | 94.35% | 94.35% |
15.11.2024 | 0.54% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'219 CHF | 93'719 CHF | 95.93% | 95.93% |
14.11.2024 | 0.54% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'969 CHF | 93'469 CHF | 99.04% | 99.04% |
13.11.2024 | 0.56% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 44'110 | 44'110 | 79'687 CHF | 80'128 CHF | 89.87% | 89.87% |
12.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 25'000 | 25'000 | 27'755 | 27'755 | 46'847 CHF | 47'124 CHF | 93.26% | 93.26% |
11.11.2024 | 0.57% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'225 | 25'225 | 44'239 CHF | 44'491 CHF | 97.73% | 97.73% |
08.11.2024 | 0.72% | 1.53 CHF | 1.54 CHF | 38'000 | 38'000 | 37'861 | 37'861 | 52'751 CHF | 53'129 CHF | 98.54% | 98.54% |
07.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 50'609 CHF | 50'989 CHF | 98.32% | 98.32% |