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 | 2.29% | 1.29 CHF | 1.32 CHF | 10'000 | 10'000 | 9'970 | 9'970 | 12'941 CHF | 13'240 CHF | 99.43% | 99.43% |
19.11.2024 | 2.58% | 1.15 CHF | 1.18 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'513 CHF | 11'813 CHF | 99.74% | 99.74% |
18.11.2024 | 2.24% | 1.34 CHF | 1.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'234 CHF | 13'534 CHF | 99.87% | 99.87% |
15.11.2024 | 2.09% | 1.37 CHF | 1.40 CHF | 10'000 | 10'000 | 9'995 | 9'995 | 14'216 CHF | 14'515 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 1.51 CHF | 1.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'765 CHF | 14'065 CHF | 98.54% | 98.54% |
13.11.2024 | 2.51% | 1.27 CHF | 1.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'821 CHF | 12'121 CHF | 99.95% | 99.95% |
12.11.2024 | 1.94% | 1.42 CHF | 1.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'325 CHF | 15'625 CHF | 99.88% | 99.88% |
11.11.2024 | 1.85% | 1.63 CHF | 1.66 CHF | 10'000 | 10'000 | 9'977 | 9'977 | 16'052 CHF | 16'351 CHF | 100.00% | 100.00% |
08.11.2024 | 2.05% | 1.44 CHF | 1.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'523 CHF | 14'823 CHF | 98.31% | 98.31% |
07.11.2024 | 1.95% | 1.53 CHF | 1.56 CHF | 10'000 | 10'000 | 9'968 | 9'968 | 15'237 CHF | 15'536 CHF | 99.89% | 99.89% |