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 | 2.32% | 0.79 CHF | 0.81 CHF | 20'000 | 20'000 | 19'988 | 19'988 | 17'083 CHF | 17'483 CHF | 99.09% | 99.09% |
19.11.2024 | 2.29% | 0.87 CHF | 0.89 CHF | 20'000 | 20'000 | 19'993 | 19'993 | 17'309 CHF | 17'709 CHF | 99.38% | 99.38% |
18.11.2024 | 2.40% | 0.84 CHF | 0.86 CHF | 20'000 | 20'000 | 19'999 | 19'999 | 16'470 CHF | 16'870 CHF | 99.79% | 99.79% |
15.11.2024 | 2.58% | 0.76 CHF | 0.78 CHF | 20'000 | 20'000 | 19'999 | 19'999 | 15'322 CHF | 15'722 CHF | 99.95% | 99.95% |
14.11.2024 | 2.51% | 0.83 CHF | 0.85 CHF | 20'000 | 20'000 | 19'998 | 19'998 | 15'741 CHF | 16'141 CHF | 98.61% | 98.61% |
13.11.2024 | 2.57% | 0.77 CHF | 0.79 CHF | 20'000 | 20'000 | 19'999 | 19'999 | 15'404 CHF | 15'804 CHF | 99.99% | 99.99% |
12.11.2024 | 2.22% | 0.87 CHF | 0.89 CHF | 20'000 | 20'000 | 19'984 | 19'984 | 17'831 CHF | 18'231 CHF | 99.74% | 99.74% |
11.11.2024 | 1.95% | 1.00 CHF | 1.02 CHF | 20'000 | 20'000 | 19'977 | 19'977 | 20'295 CHF | 20'694 CHF | 99.83% | 99.83% |
08.11.2024 | 1.93% | 1.02 CHF | 1.04 CHF | 20'000 | 20'000 | 19'980 | 19'980 | 20'525 CHF | 20'925 CHF | 98.31% | 98.31% |
07.11.2024 | 1.86% | 1.03 CHF | 1.05 CHF | 20'000 | 20'000 | 19'976 | 19'976 | 21'331 CHF | 21'731 CHF | 99.97% | 99.97% |