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 | 0.92% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 34'522 | 30'091 | 66'998 CHF | 58'742 CHF | 93.94% | 93.94% |
19.11.2024 | 0.89% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 34'262 | 29'798 | 71'152 CHF | 62'429 CHF | 99.67% | 99.67% |
18.11.2024 | 0.90% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 36'324 | 32'119 | 72'462 CHF | 64'935 CHF | 67.16% | 67.16% |
15.11.2024 | 1.14% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 42'119 | 29'796 | 68'236 CHF | 49'374 CHF | 99.67% | 99.67% |
14.11.2024 | 1.44% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 41'866 | 27'876 | 54'810 CHF | 37'363 CHF | 91.57% | 91.57% |
13.11.2024 | 1.43% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 48'924 | 29'133 | 60'097 CHF | 36'132 CHF | 97.61% | 97.61% |
12.11.2024 | 1.55% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 49'955 | 29'254 | 59'006 CHF | 35'410 CHF | 87.57% | 87.57% |
11.11.2024 | 1.64% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 28'847 | 56'230 CHF | 32'690 CHF | 97.47% | 97.47% |
08.11.2024 | 1.34% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 42'166 | 29'886 | 56'338 CHF | 39'981 CHF | 98.64% | 98.64% |
07.11.2024 | 1.18% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 42'188 | 29'934 | 66'082 CHF | 47'154 CHF | 97.63% | 97.63% |