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 | 0.33% | 3.01 CHF | 3.02 CHF | 30'000 | 30'000 | 29'533 | 29'533 | 90'010 CHF | 90'306 CHF | 98.60% | 98.60% |
19.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 30'000 | 30'000 | 29'029 | 29'029 | 86'688 CHF | 86'979 CHF | 97.40% | 97.40% |
18.11.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 30'000 | 30'000 | 29'958 | 29'958 | 83'972 CHF | 84'271 CHF | 99.60% | 99.60% |
15.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 30'000 | 30'000 | 29'582 | 29'582 | 76'433 CHF | 76'729 CHF | 98.69% | 98.69% |
14.11.2024 | 0.42% | 2.55 CHF | 2.56 CHF | 30'000 | 30'000 | 29'384 | 29'384 | 71'210 CHF | 71'505 CHF | 95.56% | 95.56% |
13.11.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 30'000 | 30'000 | 29'374 | 29'374 | 73'715 CHF | 74'009 CHF | 99.26% | 99.26% |
12.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 30'000 | 30'000 | 29'497 | 29'497 | 75'568 CHF | 75'864 CHF | 97.44% | 97.44% |
11.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 30'000 | 30'000 | 29'415 | 29'415 | 80'923 CHF | 81'218 CHF | 96.82% | 96.82% |
08.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 30'000 | 30'000 | 29'525 | 29'525 | 67'804 CHF | 68'101 CHF | 96.71% | 96.71% |
07.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 30'000 | 30'000 | 28'860 | 28'860 | 69'651 CHF | 69'941 CHF | 96.39% | 97.32% |