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 | 1.47% | 2.67 CHF | 2.68 CHF | 25'000 | 25'000 | 21'066 | 12'933 | 54'880 CHF | 34'178 CHF | 99.65% | 99.65% |
19.11.2024 | 1.47% | 2.65 CHF | 2.67 CHF | 25'000 | 25'000 | 21'066 | 12'933 | 55'428 CHF | 34'537 CHF | 99.64% | 99.64% |
18.11.2024 | 1.47% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 21'065 | 12'931 | 55'577 CHF | 34'608 CHF | 99.68% | 99.68% |
15.11.2024 | 1.46% | 2.65 CHF | 2.67 CHF | 20'000 | 20'000 | 20'000 | 11'867 | 52'364 CHF | 31'538 CHF | 99.59% | 99.59% |
14.11.2024 | 1.58% | 2.45 CHF | 2.47 CHF | 30'000 | 20'000 | 30'000 | 11'865 | 70'777 CHF | 28'509 CHF | 99.67% | 99.67% |
13.11.2024 | 1.56% | 2.25 CHF | 2.27 CHF | 30'000 | 20'000 | 30'000 | 11'960 | 70'762 CHF | 28'434 CHF | 97.54% | 97.54% |
12.11.2024 | 1.69% | 2.44 CHF | 2.45 CHF | 30'000 | 20'000 | 30'000 | 11'865 | 69'479 CHF | 28'031 CHF | 99.69% | 99.69% |
11.11.2024 | 1.70% | 2.33 CHF | 2.34 CHF | 30'000 | 20'000 | 30'000 | 11'882 | 66'775 CHF | 26'975 CHF | 98.77% | 98.77% |
08.11.2024 | 1.48% | 2.32 CHF | 2.34 CHF | 30'000 | 20'000 | 22'176 | 11'881 | 55'011 CHF | 29'760 CHF | 99.68% | 99.68% |
07.11.2024 | 1.55% | 2.53 CHF | 2.54 CHF | 20'000 | 20'000 | 28'019 | 11'881 | 67'978 CHF | 29'481 CHF | 99.66% | 99.66% |