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 | 1.87% | 3.04 CHF | 3.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'748 CHF | 48'648 CHF | 99.45% | 99.45% |
19.11.2024 | 2.03% | 3.29 CHF | 3.35 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 43'987 CHF | 44'887 CHF | 100.00% | 100.00% |
18.11.2024 | 2.56% | 2.73 CHF | 2.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'897 CHF | 35'797 CHF | 99.28% | 99.28% |
15.11.2024 | 3.00% | 2.01 CHF | 2.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 29'617 CHF | 30'517 CHF | 100.00% | 100.00% |
14.11.2024 | 4.06% | 1.45 CHF | 1.51 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'745 CHF | 22'645 CHF | 100.00% | 100.00% |
13.11.2024 | 3.33% | 1.67 CHF | 1.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'666 CHF | 27'566 CHF | 100.00% | 100.00% |
12.11.2024 | 2.94% | 1.73 CHF | 1.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 30'229 CHF | 31'129 CHF | 99.81% | 99.81% |
11.11.2024 | 2.37% | 2.41 CHF | 2.47 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'553 CHF | 38'453 CHF | 99.76% | 99.76% |
08.11.2024 | 2.15% | 2.55 CHF | 2.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'489 CHF | 42'389 CHF | 99.10% | 99.10% |
07.11.2024 | 1.82% | 3.27 CHF | 3.33 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 49'106 CHF | 50'006 CHF | 99.96% | 99.96% |