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 | 1.01% | 2.29 CHF | 2.31 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 69'659 CHF | 23'455 CHF | 99.27% | 99.27% |
19.11.2024 | 1.04% | 2.28 CHF | 2.30 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 67'117 CHF | 22'605 CHF | 99.99% | 99.99% |
18.11.2024 | 1.19% | 2.25 CHF | 2.27 CHF | 30'000 | 10'000 | 30'000 | 9'445 | 66'494 CHF | 21'178 CHF | 99.43% | 99.43% |
15.11.2024 | 1.10% | 2.19 CHF | 2.21 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 64'902 CHF | 21'872 CHF | 94.40% | 94.40% |
14.11.2024 | 0.95% | 2.34 CHF | 2.36 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 72'577 CHF | 24'423 CHF | 93.84% | 93.84% |
13.11.2024 | 1.01% | 2.44 CHF | 2.46 CHF | 30'000 | 10'000 | 30'000 | 9'977 | 71'909 CHF | 24'157 CHF | 78.56% | 78.56% |
12.11.2024 | 0.95% | 2.41 CHF | 2.43 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 72'564 CHF | 24'419 CHF | 96.19% | 96.19% |
11.11.2024 | 1.01% | 2.41 CHF | 2.43 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 71'497 CHF | 24'073 CHF | 64.46% | 64.46% |
08.11.2024 | 1.00% | 2.24 CHF | 2.26 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 66'924 CHF | 22'533 CHF | 90.93% | 90.93% |
07.11.2024 | 1.08% | 2.19 CHF | 2.21 CHF | 30'000 | 10'000 | 30'000 | 9'975 | 66'025 CHF | 22'194 CHF | 32.18% | 32.18% |