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 | 0.76% | 1.30 CHF | 1.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 78'804 CHF | 79'404 CHF | 99.38% | 99.38% |
19.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'706 CHF | 19'856 CHF | 99.31% | 99.31% |
18.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'490 CHF | 20'640 CHF | 99.30% | 99.30% |
15.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'279 CHF | 21'429 CHF | 99.38% | 99.38% |
14.11.2024 | 0.63% | 1.49 CHF | 1.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'703 CHF | 23'853 CHF | 99.35% | 99.35% |
13.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'869 CHF | 25'019 CHF | 99.37% | 99.37% |
12.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'839 CHF | 25'989 CHF | 99.09% | 99.09% |
11.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'194 CHF | 36'394 CHF | 99.30% | 99.30% |
08.11.2024 | 0.59% | 1.79 CHF | 1.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'759 CHF | 33'959 CHF | 99.38% | 99.38% |
07.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 20'000 | 20'000 | 20'000 | 19'994 | 28'523 CHF | 28'715 CHF | 99.30% | 99.30% |