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 | 1.71% | 10.10 CHF | 10.19 CHF | 20'000 | 20'000 | 12'132 | 9'901 | 121'950 CHF | 101'079 CHF | 99.63% | 99.63% |
19.11.2024 | 1.83% | 9.10 CHF | 9.19 CHF | 20'000 | 20'000 | 12'132 | 11'603 | 105'775 CHF | 102'813 CHF | 99.64% | 99.64% |
18.11.2024 | 1.88% | 8.64 CHF | 8.71 CHF | 20'000 | 20'000 | 12'132 | 11'603 | 95'708 CHF | 93'068 CHF | 99.59% | 99.59% |
15.11.2024 | 1.88% | 7.79 CHF | 7.88 CHF | 20'000 | 20'000 | 12'131 | 11'602 | 98'935 CHF | 96'211 CHF | 99.65% | 99.65% |
14.11.2024 | 1.80% | 8.54 CHF | 8.62 CHF | 20'000 | 20'000 | 12'131 | 11'601 | 102'260 CHF | 99'467 CHF | 99.64% | 99.64% |
13.11.2024 | 1.81% | 8.22 CHF | 8.30 CHF | 20'000 | 20'000 | 12'176 | 11'742 | 96'867 CHF | 95'003 CHF | 97.57% | 97.57% |
12.11.2024 | 1.90% | 7.46 CHF | 7.54 CHF | 20'000 | 20'000 | 12'131 | 11'867 | 89'037 CHF | 88'620 CHF | 99.64% | 99.64% |
11.11.2024 | 1.92% | 7.22 CHF | 7.29 CHF | 20'000 | 20'000 | 11'867 | 11'867 | 82'877 CHF | 84'315 CHF | 99.64% | 99.64% |
08.11.2024 | 1.95% | 6.74 CHF | 6.81 CHF | 20'000 | 20'000 | 11'883 | 11'883 | 81'404 CHF | 82'852 CHF | 99.64% | 99.64% |
07.11.2024 | 1.98% | 6.70 CHF | 6.76 CHF | 25'000 | 25'000 | 12'954 | 12'954 | 83'314 CHF | 84'753 CHF | 99.64% | 99.64% |