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 | 3.06% | 2.58 CHF | 2.62 CHF | 20'000 | 10'000 | 20'000 | 6'066 | 56'482 CHF | 17'443 CHF | 99.61% | 99.61% |
19.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 3.05% | 2.80 CHF | 2.85 CHF | 20'000 | 10'000 | 20'000 | 7'768 | 53'533 CHF | 21'440 CHF | 99.63% | 99.63% |
15.11.2024 | 3.05% | 2.77 CHF | 2.82 CHF | 20'000 | 10'000 | 20'659 | 7'854 | 53'046 CHF | 20'866 CHF | 96.64% | 96.64% |
14.11.2024 | 3.01% | 2.79 CHF | 2.83 CHF | 20'000 | 10'000 | 20'000 | 7'769 | 55'011 CHF | 22'025 CHF | 99.59% | 99.59% |
13.11.2024 | 3.05% | 2.71 CHF | 2.75 CHF | 20'000 | 10'000 | 20'000 | 7'827 | 53'876 CHF | 21'672 CHF | 97.55% | 97.55% |
12.11.2024 | 3.14% | 2.72 CHF | 2.77 CHF | 20'000 | 10'000 | 20'000 | 7'768 | 54'122 CHF | 21'669 CHF | 99.63% | 99.63% |
11.11.2024 | 2.97% | 2.83 CHF | 2.87 CHF | 20'000 | 10'000 | 20'000 | 7'769 | 53'655 CHF | 21'559 CHF | 99.61% | 99.61% |
08.11.2024 | 3.09% | 2.65 CHF | 2.69 CHF | 20'000 | 10'000 | 28'207 | 7'775 | 68'230 CHF | 19'565 CHF | 99.61% | 99.61% |
07.11.2024 | 3.11% | 2.29 CHF | 2.33 CHF | 30'000 | 10'000 | 22'646 | 7'774 | 56'342 CHF | 19'946 CHF | 99.60% | 99.60% |