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 | 1.15% | 1.69 CHF | 1.71 CHF | 30'000 | 30'000 | 29'524 | 29'524 | 51'856 CHF | 52'447 CHF | 99.15% | 99.15% |
19.11.2024 | 1.28% | 1.60 CHF | 1.62 CHF | 30'000 | 30'000 | 29'150 | 29'150 | 46'712 CHF | 47'297 CHF | 99.71% | 99.71% |
18.11.2024 | 1.22% | 1.65 CHF | 1.67 CHF | 30'000 | 30'000 | 29'924 | 29'924 | 49'075 CHF | 49'674 CHF | 99.88% | 99.88% |
15.11.2024 | 1.40% | 1.56 CHF | 1.58 CHF | 30'000 | 30'000 | 29'230 | 29'230 | 42'621 CHF | 43'207 CHF | 99.47% | 99.47% |
14.11.2024 | 1.40% | 1.66 CHF | 1.68 CHF | 30'000 | 30'000 | 29'003 | 29'003 | 42'859 CHF | 43'441 CHF | 97.59% | 97.59% |
13.11.2024 | 1.22% | 1.68 CHF | 1.70 CHF | 30'000 | 30'000 | 29'160 | 29'160 | 48'990 CHF | 49'575 CHF | 99.86% | 99.86% |
12.11.2024 | 1.28% | 1.49 CHF | 1.51 CHF | 30'000 | 30'000 | 29'319 | 29'319 | 46'808 CHF | 47'396 CHF | 99.87% | 99.87% |
11.11.2024 | 1.16% | 1.78 CHF | 1.80 CHF | 30'000 | 30'000 | 28'806 | 28'806 | 51'600 CHF | 52'179 CHF | 96.57% | 96.57% |
08.11.2024 | 1.20% | 1.75 CHF | 1.77 CHF | 30'000 | 30'000 | 28'700 | 28'700 | 50'121 CHF | 50'706 CHF | 95.59% | 95.59% |
07.11.2024 | 1.13% | 1.83 CHF | 1.85 CHF | 30'000 | 30'000 | 28'065 | 28'065 | 52'732 CHF | 53'298 CHF | 93.31% | 93.31% |