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 | 1.19% | 1.94 CHF | 1.97 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 59'257 CHF | 19'989 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 1.93 CHF | 1.96 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 56'670 CHF | 19'118 CHF | 99.99% | 99.99% |
18.11.2024 | 1.37% | 1.89 CHF | 1.92 CHF | 30'000 | 10'000 | 30'000 | 9'445 | 56'102 CHF | 17'895 CHF | 99.43% | 99.43% |
15.11.2024 | 1.34% | 1.84 CHF | 1.87 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 54'638 CHF | 18'459 CHF | 94.50% | 94.50% |
14.11.2024 | 1.13% | 2.00 CHF | 2.02 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 61'903 CHF | 20'869 CHF | 99.44% | 99.44% |
13.11.2024 | 1.15% | 2.08 CHF | 2.10 CHF | 30'000 | 10'000 | 30'000 | 9'981 | 61'193 CHF | 20'595 CHF | 92.83% | 92.83% |
12.11.2024 | 1.13% | 2.05 CHF | 2.07 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 61'544 CHF | 20'749 CHF | 98.69% | 98.69% |
11.11.2024 | 1.08% | 2.06 CHF | 2.08 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 60'742 CHF | 20'466 CHF | 66.13% | 66.13% |
08.11.2024 | 1.24% | 1.89 CHF | 1.91 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 56'240 CHF | 18'981 CHF | 90.93% | 90.93% |
07.11.2024 | 1.26% | 1.82 CHF | 1.85 CHF | 30'000 | 10'000 | 30'000 | 9'975 | 55'140 CHF | 18'568 CHF | 32.18% | 32.18% |