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 | 2.21% | 1.41 CHF | 1.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'148 CHF | 20'598 CHF | 99.97% | 99.97% |
19.11.2024 | 2.11% | 1.40 CHF | 1.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'113 CHF | 21'563 CHF | 99.83% | 99.83% |
18.11.2024 | 2.11% | 1.39 CHF | 1.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'133 CHF | 21'583 CHF | 99.95% | 99.95% |
15.11.2024 | 2.21% | 1.36 CHF | 1.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'116 CHF | 20'566 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 1.28 CHF | 1.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'544 CHF | 19'994 CHF | 99.80% | 99.80% |
13.11.2024 | 2.12% | 1.36 CHF | 1.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'047 CHF | 21'497 CHF | 99.94% | 99.94% |
12.11.2024 | 2.23% | 1.38 CHF | 1.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'994 CHF | 20'444 CHF | 99.81% | 99.81% |
11.11.2024 | 2.45% | 1.28 CHF | 1.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'188 CHF | 18'638 CHF | 99.81% | 99.81% |
08.11.2024 | 2.29% | 1.28 CHF | 1.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'393 CHF | 19'843 CHF | 99.88% | 99.88% |
07.11.2024 | 2.25% | 1.33 CHF | 1.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'769 CHF | 20'219 CHF | 99.90% | 99.90% |