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 | 0.51% | 2.15 CHF | 2.16 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 68'603 CHF | 2'298 CHF | 99.68% | 99.68% |
19.11.2024 | 0.46% | 2.43 CHF | 2.44 CHF | 30'000 | 1'000 | 29'758 | 1'000 | 71'611 CHF | 2'418 CHF | 99.69% | 99.69% |
18.11.2024 | 0.58% | 2.20 CHF | 2.21 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 60'500 CHF | 2'028 CHF | 98.88% | 98.88% |
15.11.2024 | 0.52% | 2.15 CHF | 2.17 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 70'845 CHF | 2'374 CHF | 96.24% | 96.24% |
14.11.2024 | 0.48% | 2.52 CHF | 2.53 CHF | 20'000 | 1'000 | 28'111 | 1'000 | 66'993 CHF | 2'406 CHF | 99.68% | 99.68% |
13.11.2024 | 0.45% | 2.26 CHF | 2.28 CHF | 30'000 | 1'000 | 21'705 | 1'000 | 56'563 CHF | 2'642 CHF | 96.65% | 96.65% |
12.11.2024 | 0.43% | 2.47 CHF | 2.49 CHF | 30'000 | 1'000 | 21'882 | 1'000 | 56'592 CHF | 2'610 CHF | 99.62% | 99.62% |
11.11.2024 | 0.38% | 2.82 CHF | 2.84 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 62'296 CHF | 3'127 CHF | 99.68% | 99.68% |
08.11.2024 | 0.33% | 3.52 CHF | 3.54 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 73'140 CHF | 3'669 CHF | 99.40% | 99.40% |
07.11.2024 | 0.37% | 3.44 CHF | 3.45 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 61'280 CHF | 3'075 CHF | 99.09% | 99.09% |