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 | 1.34% | 1.77 CHF | 1.79 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 53'853 CHF | 18'193 CHF | 100.00% | 100.00% |
19.11.2024 | 1.35% | 1.75 CHF | 1.78 CHF | 30'000 | 10'000 | 30'714 | 10'000 | 52'501 CHF | 17'339 CHF | 99.99% | 99.99% |
18.11.2024 | 1.52% | 1.72 CHF | 1.74 CHF | 30'000 | 10'000 | 31'039 | 9'445 | 52'469 CHF | 16'211 CHF | 99.43% | 99.43% |
15.11.2024 | 1.35% | 1.67 CHF | 1.69 CHF | 30'000 | 10'000 | 38'416 | 10'000 | 63'156 CHF | 16'678 CHF | 94.50% | 94.50% |
14.11.2024 | 1.22% | 1.82 CHF | 1.84 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 56'431 CHF | 19'042 CHF | 99.44% | 99.44% |
13.11.2024 | 1.26% | 1.90 CHF | 1.92 CHF | 30'000 | 10'000 | 30'000 | 9'981 | 55'735 CHF | 18'778 CHF | 94.41% | 94.41% |
12.11.2024 | 1.28% | 1.86 CHF | 1.89 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 56'021 CHF | 18'915 CHF | 98.69% | 98.69% |
11.11.2024 | 1.27% | 1.87 CHF | 1.90 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 55'241 CHF | 18'649 CHF | 66.13% | 66.13% |
08.11.2024 | 1.37% | 1.71 CHF | 1.73 CHF | 30'000 | 10'000 | 32'004 | 10'000 | 54'125 CHF | 17'170 CHF | 90.93% | 90.93% |
07.11.2024 | 1.39% | 1.64 CHF | 1.67 CHF | 40'000 | 10'000 | 35'898 | 9'975 | 59'422 CHF | 16'766 CHF | 32.18% | 32.18% |