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 | 1.59% | 3.18 CHF | 3.20 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 60'434 CHF | 9'236 CHF | 99.65% | 99.65% |
19.11.2024 | 1.64% | 2.87 CHF | 2.90 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 57'766 CHF | 8'755 CHF | 99.66% | 99.66% |
18.11.2024 | 1.42% | 3.12 CHF | 3.15 CHF | 20'000 | 5'000 | 20'000 | 2'984 | 66'088 CHF | 9'953 CHF | 98.85% | 98.85% |
15.11.2024 | 1.57% | 3.20 CHF | 3.22 CHF | 20'000 | 5'000 | 20'000 | 3'015 | 59'553 CHF | 9'195 CHF | 96.20% | 96.20% |
14.11.2024 | 1.58% | 2.83 CHF | 2.86 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 59'021 CHF | 8'833 CHF | 99.66% | 99.66% |
13.11.2024 | 1.82% | 3.07 CHF | 3.10 CHF | 20'000 | 5'000 | 20'000 | 3'003 | 53'710 CHF | 8'346 CHF | 97.32% | 97.32% |
12.11.2024 | 1.82% | 2.85 CHF | 2.88 CHF | 20'000 | 5'000 | 20'057 | 2'980 | 54'450 CHF | 8'227 CHF | 99.58% | 99.58% |
11.11.2024 | 2.35% | 2.50 CHF | 2.53 CHF | 20'000 | 5'000 | 29'539 | 2'874 | 64'618 CHF | 6'597 CHF | 99.65% | 99.65% |
08.11.2024 | 3.18% | 1.77 CHF | 1.80 CHF | 30'000 | 5'000 | 36'361 | 2'880 | 58'287 CHF | 4'894 CHF | 99.39% | 99.39% |
07.11.2024 | 2.15% | 1.84 CHF | 1.87 CHF | 30'000 | 5'000 | 30'000 | 2'979 | 66'666 CHF | 6'582 CHF | 99.07% | 99.07% |