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 | 0.60% | 1.80 CHF | 1.81 CHF | 30'000 | 1'000 | 30'363 | 1'000 | 58'755 CHF | 1'950 CHF | 99.68% | 99.68% |
19.11.2024 | 0.54% | 2.08 CHF | 2.10 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 61'815 CHF | 2'072 CHF | 99.68% | 99.68% |
18.11.2024 | 0.70% | 1.85 CHF | 1.87 CHF | 30'000 | 1'000 | 37'095 | 1'000 | 61'464 CHF | 1'680 CHF | 98.88% | 98.88% |
15.11.2024 | 0.61% | 1.80 CHF | 1.82 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 60'375 CHF | 2'025 CHF | 96.23% | 96.23% |
14.11.2024 | 0.56% | 2.17 CHF | 2.18 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 61'350 CHF | 2'057 CHF | 99.68% | 99.68% |
13.11.2024 | 0.52% | 1.91 CHF | 1.93 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 68'496 CHF | 2'295 CHF | 96.82% | 96.82% |
12.11.2024 | 0.50% | 2.13 CHF | 2.14 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 67'561 CHF | 2'263 CHF | 99.62% | 99.62% |
11.11.2024 | 0.43% | 2.47 CHF | 2.49 CHF | 30'000 | 1'000 | 20'611 | 1'000 | 56'892 CHF | 2'782 CHF | 99.68% | 99.68% |
08.11.2024 | 0.36% | 3.18 CHF | 3.19 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 66'298 CHF | 3'327 CHF | 99.42% | 99.42% |
07.11.2024 | 0.42% | 3.10 CHF | 3.11 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 54'422 CHF | 2'733 CHF | 99.09% | 99.09% |