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 | 2.44% | 3.16 CHF | 3.21 CHF | 30'000 | 30'000 | 22'173 | 11'214 | 78'333 CHF | 38'970 CHF | 99.65% | 99.65% |
19.11.2024 | 2.82% | 3.46 CHF | 3.51 CHF | 30'000 | 30'000 | 22'172 | 11'212 | 70'201 CHF | 37'117 CHF | 99.65% | 99.65% |
18.11.2024 | 2.91% | 3.20 CHF | 3.25 CHF | 30'000 | 30'000 | 22'174 | 11'217 | 67'135 CHF | 35'055 CHF | 99.57% | 99.57% |
15.11.2024 | 2.70% | 2.79 CHF | 2.84 CHF | 30'000 | 30'000 | 22'172 | 11'213 | 71'253 CHF | 35'928 CHF | 99.66% | 99.66% |
14.11.2024 | 2.21% | 3.47 CHF | 3.52 CHF | 20'000 | 20'000 | 20'000 | 7'476 | 79'225 CHF | 29'055 CHF | 99.65% | 99.65% |
13.11.2024 | 3.99% | 4.09 CHF | 4.19 CHF | 20'000 | 20'000 | 20'000 | 7'548 | 86'879 CHF | 33'104 CHF | 97.59% | 97.59% |
12.11.2024 | 4.14% | 4.22 CHF | 4.32 CHF | 20'000 | 20'000 | 20'000 | 7'475 | 84'463 CHF | 33'002 CHF | 99.66% | 99.66% |
11.11.2024 | 2.18% | 4.22 CHF | 4.27 CHF | 20'000 | 20'000 | 20'000 | 7'476 | 81'406 CHF | 31'479 CHF | 99.66% | 99.66% |
08.11.2024 | 4.14% | 4.00 CHF | 4.10 CHF | 20'000 | 20'000 | 20'000 | 7'476 | 83'986 CHF | 31'966 CHF | 99.65% | 99.65% |
07.11.2024 | 2.25% | 4.16 CHF | 4.21 CHF | 30'000 | 30'000 | 22'172 | 11'213 | 87'520 CHF | 45'498 CHF | 99.66% | 99.66% |