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 | 0.81% | 2.48 CHF | 2.50 CHF | 30'000 | 30'000 | 29'089 | 29'089 | 73'870 CHF | 74'454 CHF | 98.89% | 98.89% |
19.11.2024 | 0.89% | 2.38 CHF | 2.40 CHF | 30'000 | 30'000 | 28'117 | 28'117 | 66'967 CHF | 67'533 CHF | 99.06% | 99.06% |
18.11.2024 | 0.83% | 2.44 CHF | 2.46 CHF | 30'000 | 30'000 | 29'796 | 29'796 | 72'161 CHF | 72'757 CHF | 99.85% | 99.85% |
15.11.2024 | 0.94% | 2.33 CHF | 2.35 CHF | 30'000 | 30'000 | 28'458 | 28'458 | 63'563 CHF | 64'135 CHF | 98.96% | 98.96% |
14.11.2024 | 0.95% | 2.44 CHF | 2.46 CHF | 30'000 | 30'000 | 28'145 | 28'145 | 63'380 CHF | 63'947 CHF | 96.57% | 96.57% |
13.11.2024 | 0.86% | 2.46 CHF | 2.48 CHF | 30'000 | 30'000 | 28'440 | 28'440 | 69'809 CHF | 70'381 CHF | 99.19% | 99.19% |
12.11.2024 | 0.87% | 2.25 CHF | 2.27 CHF | 30'000 | 30'000 | 28'963 | 28'963 | 68'616 CHF | 69'198 CHF | 99.67% | 99.67% |
11.11.2024 | 0.81% | 2.56 CHF | 2.58 CHF | 30'000 | 30'000 | 28'686 | 28'686 | 74'014 CHF | 74'591 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 2.54 CHF | 2.56 CHF | 30'000 | 30'000 | 28'641 | 28'641 | 72'660 CHF | 73'244 CHF | 98.03% | 98.03% |
07.11.2024 | 0.80% | 2.62 CHF | 2.64 CHF | 30'000 | 30'000 | 28'034 | 28'034 | 74'912 CHF | 75'477 CHF | 99.16% | 99.16% |