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 | 1.29% | 2.53 CHF | 2.54 CHF | 20'000 | 7'500 | 28'408 | 5'270 | 65'699 CHF | 12'559 CHF | 99.27% | 99.27% |
19.11.2024 | 1.30% | 2.34 CHF | 2.36 CHF | 30'000 | 7'500 | 30'000 | 5'277 | 69'109 CHF | 12'327 CHF | 99.34% | 99.34% |
18.11.2024 | 1.19% | 2.37 CHF | 2.38 CHF | 30'000 | 10'000 | 29'609 | 5'813 | 71'447 CHF | 14'198 CHF | 98.28% | 98.28% |
15.11.2024 | 1.08% | 2.62 CHF | 2.64 CHF | 20'000 | 10'000 | 20'880 | 5'921 | 54'195 CHF | 15'520 CHF | 86.93% | 86.93% |
14.11.2024 | 1.02% | 2.84 CHF | 2.86 CHF | 20'000 | 10'000 | 20'000 | 5'806 | 56'353 CHF | 16'586 CHF | 99.32% | 99.32% |
13.11.2024 | 1.11% | 2.69 CHF | 2.71 CHF | 20'000 | 10'000 | 23'570 | 5'912 | 59'696 CHF | 15'319 CHF | 95.60% | 95.60% |
12.11.2024 | 1.13% | 2.70 CHF | 2.72 CHF | 20'000 | 7'500 | 20'000 | 5'285 | 52'072 CHF | 13'973 CHF | 95.94% | 95.94% |
11.11.2024 | 1.34% | 2.44 CHF | 2.46 CHF | 30'000 | 7'500 | 30'000 | 5'299 | 66'008 CHF | 11'932 CHF | 96.74% | 96.74% |
08.11.2024 | 1.60% | 2.17 CHF | 2.19 CHF | 30'000 | 7'500 | 30'000 | 5'610 | 56'921 CHF | 10'922 CHF | 87.54% | 87.54% |
07.11.2024 | 1.84% | 1.52 CHF | 1.54 CHF | 40'000 | 7'500 | 32'899 | 5'139 | 54'906 CHF | 8'671 CHF | 82.19% | 82.19% |