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 | 0.54% | 2.13 CHF | 2.15 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 62'481 CHF | 2'094 CHF | 99.65% | 99.65% |
19.11.2024 | 0.53% | 2.12 CHF | 2.13 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 63'296 CHF | 2'121 CHF | 99.64% | 99.64% |
18.11.2024 | 0.53% | 2.10 CHF | 2.11 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 63'448 CHF | 2'126 CHF | 99.67% | 99.67% |
15.11.2024 | 0.54% | 2.12 CHF | 2.13 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 62'840 CHF | 2'106 CHF | 99.58% | 99.58% |
14.11.2024 | 0.61% | 1.92 CHF | 1.93 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 54'969 CHF | 1'844 CHF | 99.67% | 99.67% |
13.11.2024 | 0.62% | 1.72 CHF | 1.73 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 55'070 CHF | 1'847 CHF | 97.13% | 97.13% |
12.11.2024 | 0.63% | 1.90 CHF | 1.92 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 53'803 CHF | 1'805 CHF | 99.68% | 99.68% |
11.11.2024 | 0.66% | 1.79 CHF | 1.81 CHF | 30'000 | 1'000 | 30'070 | 1'000 | 51'241 CHF | 1'715 CHF | 98.77% | 98.77% |
08.11.2024 | 0.58% | 1.79 CHF | 1.81 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 59'253 CHF | 1'987 CHF | 99.68% | 99.68% |
07.11.2024 | 0.59% | 2.00 CHF | 2.01 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 57'409 CHF | 1'925 CHF | 99.66% | 99.66% |