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 | 1.49% | 1.28 CHF | 1.30 CHF | 20'000 | 20'000 | 19'953 | 19'953 | 26'732 CHF | 27'131 CHF | 96.91% | 96.91% |
19.11.2024 | 1.47% | 1.35 CHF | 1.37 CHF | 20'000 | 20'000 | 19'977 | 19'977 | 26'968 CHF | 27'367 CHF | 98.83% | 98.83% |
18.11.2024 | 1.52% | 1.33 CHF | 1.35 CHF | 20'000 | 20'000 | 19'994 | 19'994 | 26'142 CHF | 26'542 CHF | 99.60% | 99.60% |
15.11.2024 | 1.59% | 1.24 CHF | 1.26 CHF | 20'000 | 20'000 | 19'970 | 19'970 | 24'895 CHF | 25'294 CHF | 99.45% | 99.45% |
14.11.2024 | 1.57% | 1.31 CHF | 1.33 CHF | 20'000 | 20'000 | 19'971 | 19'971 | 25'316 CHF | 25'715 CHF | 97.73% | 97.73% |
13.11.2024 | 1.59% | 1.25 CHF | 1.27 CHF | 20'000 | 20'000 | 19'967 | 19'967 | 24'923 CHF | 25'322 CHF | 99.03% | 99.03% |
12.11.2024 | 1.44% | 1.36 CHF | 1.38 CHF | 20'000 | 20'000 | 19'979 | 19'979 | 27'503 CHF | 27'902 CHF | 99.35% | 99.35% |
11.11.2024 | 1.32% | 1.49 CHF | 1.51 CHF | 20'000 | 20'000 | 19'975 | 19'975 | 30'034 CHF | 30'434 CHF | 99.48% | 99.48% |
08.11.2024 | 1.32% | 1.51 CHF | 1.53 CHF | 20'000 | 20'000 | 19'964 | 19'964 | 30'211 CHF | 30'610 CHF | 97.64% | 97.64% |
07.11.2024 | 1.28% | 1.51 CHF | 1.53 CHF | 20'000 | 20'000 | 19'970 | 19'970 | 31'027 CHF | 31'426 CHF | 99.56% | 99.56% |