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 | 2.04% | 2.77 CHF | 2.83 CHF | 15'000 | 15'000 | 14'994 | 15'000 | 43'644 CHF | 44'561 CHF | 99.36% | 99.36% |
19.11.2024 | 2.24% | 3.02 CHF | 3.08 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 39'940 CHF | 40'840 CHF | 99.90% | 99.90% |
18.11.2024 | 2.90% | 2.46 CHF | 2.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 30'840 CHF | 31'740 CHF | 99.30% | 99.30% |
15.11.2024 | 3.47% | 1.74 CHF | 1.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'559 CHF | 26'459 CHF | 100.00% | 100.00% |
14.11.2024 | 4.98% | 1.18 CHF | 1.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 17'644 CHF | 18'544 CHF | 100.00% | 100.00% |
13.11.2024 | 3.93% | 1.40 CHF | 1.46 CHF | 15'000 | 15'000 | 15'000 | 14'999 | 22'578 CHF | 23'477 CHF | 100.00% | 100.00% |
12.11.2024 | 3.40% | 1.46 CHF | 1.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'147 CHF | 27'047 CHF | 99.82% | 99.82% |
11.11.2024 | 2.65% | 2.14 CHF | 2.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'480 CHF | 34'380 CHF | 99.78% | 99.78% |
08.11.2024 | 2.38% | 2.28 CHF | 2.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'488 CHF | 38'388 CHF | 99.17% | 99.17% |
07.11.2024 | 1.98% | 3.01 CHF | 3.07 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 45'107 CHF | 46'007 CHF | 99.96% | 99.96% |