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 | 1.22% | 1.62 CHF | 1.64 CHF | 20'000 | 20'000 | 19'998 | 19'998 | 32'460 CHF | 32'860 CHF | 99.41% | 99.41% |
19.11.2024 | 1.29% | 1.54 CHF | 1.56 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'835 CHF | 31'235 CHF | 99.66% | 99.66% |
18.11.2024 | 1.21% | 1.64 CHF | 1.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 32'751 CHF | 33'151 CHF | 99.85% | 99.85% |
15.11.2024 | 1.18% | 1.66 CHF | 1.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'812 CHF | 34'212 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 1.74 CHF | 1.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'317 CHF | 33'717 CHF | 98.64% | 98.64% |
13.11.2024 | 1.28% | 1.61 CHF | 1.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'151 CHF | 31'551 CHF | 99.95% | 99.95% |
12.11.2024 | 1.14% | 1.68 CHF | 1.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'915 CHF | 35'315 CHF | 99.81% | 99.81% |
11.11.2024 | 1.12% | 1.79 CHF | 1.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'675 CHF | 36'075 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 1.69 CHF | 1.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'043 CHF | 34'443 CHF | 98.31% | 98.31% |
07.11.2024 | 1.14% | 1.74 CHF | 1.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'816 CHF | 35'216 CHF | 99.84% | 99.84% |