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 | 1.60% | 3.23 CHF | 3.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'092 CHF | 63'092 CHF | 99.48% | 99.48% |
19.11.2024 | 1.37% | 3.44 CHF | 3.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 72'287 CHF | 73'287 CHF | 99.56% | 99.56% |
18.11.2024 | 1.36% | 3.56 CHF | 3.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'220 CHF | 74'220 CHF | 99.53% | 99.53% |
15.11.2024 | 1.35% | 3.81 CHF | 3.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'473 CHF | 74'473 CHF | 98.85% | 98.85% |
14.11.2024 | 1.43% | 3.45 CHF | 3.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 69'522 CHF | 70'522 CHF | 99.54% | 99.54% |
13.11.2024 | 1.35% | 3.53 CHF | 3.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'503 CHF | 74'503 CHF | 96.83% | 96.83% |
12.11.2024 | 1.52% | 3.32 CHF | 3.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'369 CHF | 66'369 CHF | 99.56% | 99.56% |
11.11.2024 | 1.60% | 3.24 CHF | 3.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 61'892 CHF | 62'892 CHF | 99.51% | 99.51% |
08.11.2024 | 1.52% | 3.24 CHF | 3.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'157 CHF | 66'157 CHF | 99.50% | 99.50% |
07.11.2024 | 2.65% | 3.40 CHF | 3.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 74'743 CHF | 76'743 CHF | 99.31% | 99.31% |