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 | 2.51% | 2.52 CHF | 2.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'571 CHF | 36'471 CHF | 99.46% | 99.46% |
19.11.2024 | 2.29% | 2.25 CHF | 2.31 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 39'125 CHF | 40'025 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 2.84 CHF | 2.90 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'693 CHF | 49'593 CHF | 99.29% | 99.29% |
15.11.2024 | 1.65% | 3.58 CHF | 3.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 54'245 CHF | 55'145 CHF | 100.00% | 100.00% |
14.11.2024 | 1.44% | 4.14 CHF | 4.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 62'257 CHF | 63'157 CHF | 100.00% | 100.00% |
13.11.2024 | 1.57% | 3.90 CHF | 3.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 56'785 CHF | 57'685 CHF | 100.00% | 100.00% |
12.11.2024 | 1.68% | 3.83 CHF | 3.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 53'165 CHF | 54'065 CHF | 99.79% | 99.79% |
11.11.2024 | 1.95% | 3.14 CHF | 3.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'670 CHF | 46'570 CHF | 99.77% | 99.77% |
08.11.2024 | 2.16% | 2.97 CHF | 3.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'187 CHF | 42'087 CHF | 99.16% | 99.16% |
07.11.2024 | 2.63% | 2.24 CHF | 2.30 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 33'853 CHF | 34'753 CHF | 100.00% | 100.00% |