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 | 1.69% | 2.37 CHF | 2.38 CHF | 30'000 | 25'000 | 30'000 | 12'934 | 69'033 CHF | 30'275 CHF | 99.63% | 99.63% |
19.11.2024 | 1.63% | 2.35 CHF | 2.37 CHF | 30'000 | 25'000 | 30'000 | 12'934 | 69'849 CHF | 30'638 CHF | 99.61% | 99.61% |
18.11.2024 | 1.59% | 2.33 CHF | 2.34 CHF | 30'000 | 25'000 | 30'000 | 12'933 | 70'048 CHF | 30'684 CHF | 99.65% | 99.65% |
15.11.2024 | 1.64% | 2.35 CHF | 2.36 CHF | 30'000 | 20'000 | 30'000 | 11'869 | 69'415 CHF | 27'925 CHF | 99.55% | 99.55% |
14.11.2024 | 1.87% | 2.15 CHF | 2.16 CHF | 30'000 | 20'000 | 30'000 | 11'866 | 61'599 CHF | 24'894 CHF | 99.64% | 99.64% |
13.11.2024 | 1.76% | 1.95 CHF | 1.97 CHF | 30'000 | 20'000 | 30'000 | 12'183 | 61'640 CHF | 25'251 CHF | 92.89% | 92.89% |
12.11.2024 | 1.87% | 2.14 CHF | 2.15 CHF | 30'000 | 20'000 | 30'000 | 11'866 | 60'410 CHF | 24'431 CHF | 99.66% | 99.66% |
11.11.2024 | 1.97% | 2.02 CHF | 2.04 CHF | 30'000 | 20'000 | 30'000 | 11'883 | 57'708 CHF | 23'388 CHF | 98.74% | 98.74% |
08.11.2024 | 1.70% | 2.02 CHF | 2.04 CHF | 30'000 | 20'000 | 30'000 | 11'883 | 65'696 CHF | 26'190 CHF | 99.65% | 99.65% |
07.11.2024 | 1.82% | 2.23 CHF | 2.24 CHF | 30'000 | 20'000 | 30'000 | 11'882 | 63'900 CHF | 25'903 CHF | 99.63% | 99.63% |