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 | 3.53% | 1.86 CHF | 1.84 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 52'681 CHF | 18'191 CHF | 14.13% | 100.00% |
19.11.2024 | 3.26% | 1.59 CHF | 1.64 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 61'237 CHF | 15'816 CHF | 100.00% | 100.00% |
18.11.2024 | 3.83% | 1.60 CHF | 1.65 CHF | 40'000 | 10'000 | 40'000 | 9'449 | 63'383 CHF | 15'544 CHF | 100.00% | 100.00% |
15.11.2024 | 3.15% | 1.61 CHF | 1.66 CHF | 40'000 | 10'000 | 39'171 | 10'000 | 64'079 CHF | 16'889 CHF | 94.51% | 94.51% |
14.11.2024 | 3.00% | 1.69 CHF | 1.74 CHF | 30'000 | 10'000 | 30'797 | 10'000 | 52'068 CHF | 17'434 CHF | 99.22% | 99.22% |
13.11.2024 | 3.30% | 1.58 CHF | 1.63 CHF | 40'000 | 10'000 | 40'000 | 9'971 | 62'140 CHF | 16'009 CHF | 99.36% | 99.36% |
12.11.2024 | 3.15% | 1.54 CHF | 1.59 CHF | 40'000 | 10'000 | 37'028 | 10'000 | 60'551 CHF | 16'906 CHF | 100.00% | 100.00% |
11.11.2024 | 3.03% | 1.70 CHF | 1.75 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 51'466 CHF | 17'683 CHF | 100.00% | 100.00% |
08.11.2024 | 2.92% | 1.71 CHF | 1.77 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 51'932 CHF | 17'824 CHF | 100.00% | 100.00% |
07.11.2024 | 3.17% | 1.77 CHF | 1.84 CHF | 30'000 | 10'000 | 30'000 | 9'870 | 52'867 CHF | 17'955 CHF | 98.73% | 98.73% |