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 | 2.12% | 30.60 CHF | 30.95 CHF | 10'000 | 5'000 | 10'000 | 2'534 | 304'054 CHF | 78'635 CHF | 99.63% | 99.63% |
19.11.2024 | 2.30% | 26.95 CHF | 27.26 CHF | 10'000 | 5'000 | 10'000 | 2'874 | 253'696 CHF | 74'902 CHF | 99.64% | 99.64% |
18.11.2024 | 2.36% | 25.23 CHF | 25.51 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 223'257 CHF | 68'641 CHF | 99.59% | 99.59% |
15.11.2024 | 2.36% | 22.20 CHF | 22.50 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 236'807 CHF | 71'584 CHF | 99.64% | 99.64% |
14.11.2024 | 2.24% | 24.93 CHF | 25.22 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 244'169 CHF | 74'558 CHF | 99.64% | 99.64% |
13.11.2024 | 2.25% | 23.78 CHF | 24.06 CHF | 10'000 | 5'000 | 10'000 | 3'001 | 227'345 CHF | 69'986 CHF | 97.57% | 97.57% |
12.11.2024 | 2.37% | 21.11 CHF | 21.37 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 205'278 CHF | 62'968 CHF | 99.64% | 99.64% |
11.11.2024 | 2.39% | 20.27 CHF | 20.52 CHF | 10'000 | 7'500 | 10'000 | 3'513 | 193'262 CHF | 70'031 CHF | 99.63% | 99.63% |
08.11.2024 | 2.43% | 18.64 CHF | 18.89 CHF | 10'000 | 7'500 | 10'000 | 3'520 | 190'389 CHF | 68'381 CHF | 99.64% | 99.64% |
07.11.2024 | 2.47% | 18.52 CHF | 18.75 CHF | 10'000 | 7'500 | 10'000 | 3'520 | 174'400 CHF | 63'362 CHF | 99.64% | 99.64% |