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 | 0.80% | 2.42 CHF | 2.44 CHF | 30'000 | 20'000 | 25'775 | 20'000 | 63'869 CHF | 50'093 CHF | 99.54% | 99.54% |
19.11.2024 | 1.20% | 2.50 CHF | 2.53 CHF | 20'000 | 20'000 | 28'140 | 20'000 | 69'543 CHF | 50'133 CHF | 99.51% | 99.51% |
18.11.2024 | 1.12% | 2.68 CHF | 2.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 53'319 CHF | 53'919 CHF | 99.48% | 99.48% |
15.11.2024 | 1.09% | 2.72 CHF | 2.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'616 CHF | 55'216 CHF | 90.74% | 90.74% |
14.11.2024 | 0.78% | 2.64 CHF | 2.66 CHF | 20'000 | 20'000 | 22'339 | 20'000 | 56'654 CHF | 51'316 CHF | 99.16% | 99.16% |
13.11.2024 | 1.19% | 2.35 CHF | 2.38 CHF | 30'000 | 20'000 | 23'800 | 20'000 | 59'182 CHF | 50'676 CHF | 97.40% | 97.40% |
12.11.2024 | 1.08% | 2.64 CHF | 2.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'204 CHF | 55'804 CHF | 99.51% | 99.51% |
11.11.2024 | 1.07% | 2.83 CHF | 2.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'639 CHF | 56'239 CHF | 99.51% | 99.51% |
08.11.2024 | 1.09% | 2.67 CHF | 2.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'855 CHF | 55'455 CHF | 99.50% | 99.50% |
07.11.2024 | 0.96% | 3.08 CHF | 3.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'244 CHF | 62'844 CHF | 98.67% | 98.67% |