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 | 1.70% | 0.61 CHF | 0.62 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'479 CHF | 17'779 CHF | 99.49% | 99.49% |
19.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'993 CHF | 19'293 CHF | 97.55% | 97.55% |
18.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'923 CHF | 17'223 CHF | 99.40% | 99.40% |
15.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'663 CHF | 17'963 CHF | 98.86% | 98.86% |
14.11.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'976 CHF | 19'276 CHF | 99.50% | 99.50% |
13.11.2024 | 1.51% | 0.71 CHF | 0.72 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 19'738 CHF | 20'038 CHF | 95.37% | 95.37% |
12.11.2024 | 1.66% | 0.65 CHF | 0.66 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'973 CHF | 18'273 CHF | 99.57% | 99.57% |
11.11.2024 | 1.62% | 0.56 CHF | 0.57 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'384 CHF | 18'684 CHF | 94.72% | 94.72% |
08.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 20'674 CHF | 20'974 CHF | 91.96% | 91.96% |
07.11.2024 | 1.79% | 0.59 CHF | 0.60 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'644 CHF | 16'944 CHF | 99.53% | 99.53% |