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 | 0.40% | 2.76 CHF | 2.77 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 57'883 CHF | 2'906 CHF | 99.68% | 99.68% |
19.11.2024 | 0.37% | 3.04 CHF | 3.05 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 60'265 CHF | 3'024 CHF | 99.69% | 99.69% |
18.11.2024 | 0.44% | 2.81 CHF | 2.82 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 52'506 CHF | 2'637 CHF | 98.89% | 98.89% |
15.11.2024 | 0.41% | 2.76 CHF | 2.78 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 59'410 CHF | 2'983 CHF | 96.24% | 96.24% |
14.11.2024 | 0.38% | 3.12 CHF | 3.14 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 60'074 CHF | 3'015 CHF | 99.68% | 99.68% |
13.11.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 64'698 CHF | 3'247 CHF | 97.36% | 97.36% |
12.11.2024 | 0.35% | 3.08 CHF | 3.09 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 64'047 CHF | 3'214 CHF | 99.62% | 99.62% |
11.11.2024 | 0.32% | 3.42 CHF | 3.44 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 74'343 CHF | 3'729 CHF | 99.68% | 99.68% |
08.11.2024 | 0.28% | 4.12 CHF | 4.14 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 85'080 CHF | 4'266 CHF | 99.41% | 99.41% |
07.11.2024 | 0.31% | 4.03 CHF | 4.05 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 73'257 CHF | 3'674 CHF | 99.09% | 99.09% |