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 | 1.12% | 2.90 CHF | 2.92 CHF | 20'000 | 7'500 | 20'000 | 5'269 | 54'061 CHF | 14'538 CHF | 99.35% | 99.35% |
19.11.2024 | 1.11% | 2.72 CHF | 2.73 CHF | 20'000 | 7'500 | 20'000 | 5'276 | 53'576 CHF | 14'302 CHF | 99.41% | 99.41% |
18.11.2024 | 1.03% | 2.74 CHF | 2.76 CHF | 20'000 | 10'000 | 20'000 | 5'813 | 55'831 CHF | 16'391 CHF | 98.32% | 98.32% |
15.11.2024 | 0.94% | 3.00 CHF | 3.02 CHF | 20'000 | 10'000 | 20'000 | 5'915 | 59'600 CHF | 17'749 CHF | 87.39% | 87.39% |
14.11.2024 | 0.90% | 3.22 CHF | 3.24 CHF | 20'000 | 10'000 | 20'000 | 5'805 | 63'950 CHF | 18'788 CHF | 99.40% | 99.40% |
13.11.2024 | 0.96% | 3.07 CHF | 3.09 CHF | 20'000 | 10'000 | 20'000 | 5'922 | 58'445 CHF | 17'582 CHF | 95.35% | 95.35% |
12.11.2024 | 1.00% | 3.08 CHF | 3.10 CHF | 20'000 | 7'500 | 20'000 | 5'284 | 59'618 CHF | 15'965 CHF | 96.05% | 96.05% |
11.11.2024 | 1.17% | 2.82 CHF | 2.83 CHF | 20'000 | 7'500 | 21'610 | 5'298 | 55'503 CHF | 13'927 CHF | 96.80% | 96.80% |
08.11.2024 | 1.31% | 2.55 CHF | 2.56 CHF | 20'000 | 7'500 | 28'907 | 5'610 | 65'380 CHF | 13'024 CHF | 87.57% | 87.57% |
07.11.2024 | 1.51% | 1.90 CHF | 1.91 CHF | 30'000 | 7'500 | 30'000 | 5'138 | 61'614 CHF | 10'603 CHF | 82.24% | 82.24% |