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 | 5.33% | 2.76 CHF | 2.86 CHF | 20'000 | 20'000 | 20'000 | 7'474 | 64'274 CHF | 23'733 CHF | 99.64% | 99.64% |
19.11.2024 | 3.17% | 3.14 CHF | 3.19 CHF | 30'000 | 30'000 | 22'172 | 11'213 | 62'410 CHF | 33'271 CHF | 99.66% | 99.66% |
18.11.2024 | 3.31% | 2.85 CHF | 2.90 CHF | 30'000 | 30'000 | 22'175 | 11'219 | 59'102 CHF | 31'017 CHF | 99.58% | 99.58% |
15.11.2024 | 2.99% | 2.40 CHF | 2.45 CHF | 30'000 | 20'000 | 20'447 | 7'476 | 59'311 CHF | 21'405 CHF | 99.66% | 99.66% |
14.11.2024 | 4.63% | 3.16 CHF | 3.26 CHF | 20'000 | 20'000 | 20'000 | 7'477 | 74'451 CHF | 27'652 CHF | 99.66% | 99.66% |
13.11.2024 | 4.06% | 3.94 CHF | 4.04 CHF | 20'000 | 20'000 | 20'000 | 7'549 | 85'157 CHF | 32'237 CHF | 97.59% | 97.59% |
12.11.2024 | 4.25% | 4.10 CHF | 4.20 CHF | 20'000 | 20'000 | 20'000 | 7'475 | 82'321 CHF | 32'254 CHF | 99.66% | 99.66% |
11.11.2024 | 4.51% | 4.08 CHF | 4.18 CHF | 20'000 | 20'000 | 20'000 | 7'476 | 77'706 CHF | 30'781 CHF | 99.65% | 99.65% |
08.11.2024 | 4.22% | 3.86 CHF | 3.96 CHF | 20'000 | 20'000 | 20'000 | 7'475 | 82'326 CHF | 31'189 CHF | 99.66% | 99.66% |
07.11.2024 | 4.66% | 4.04 CHF | 4.14 CHF | 20'000 | 20'000 | 20'000 | 7'475 | 75'121 CHF | 29'646 CHF | 99.65% | 99.65% |