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 | 0.63% | 1.72 CHF | 1.73 CHF | 30'000 | 1'000 | 30'679 | 1'000 | 56'773 CHF | 1'868 CHF | 99.64% | 99.64% |
19.11.2024 | 0.56% | 2.00 CHF | 2.01 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 59'347 CHF | 1'989 CHF | 99.65% | 99.65% |
18.11.2024 | 0.73% | 1.77 CHF | 1.78 CHF | 30'000 | 1'000 | 37'650 | 1'000 | 59'328 CHF | 1'598 CHF | 98.84% | 98.84% |
15.11.2024 | 0.64% | 1.72 CHF | 1.74 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 57'909 CHF | 1'942 CHF | 96.19% | 96.19% |
14.11.2024 | 0.59% | 2.08 CHF | 2.10 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 58'887 CHF | 1'975 CHF | 99.64% | 99.64% |
13.11.2024 | 0.53% | 1.83 CHF | 1.85 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 66'045 CHF | 2'213 CHF | 96.66% | 96.66% |
12.11.2024 | 0.52% | 2.04 CHF | 2.06 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 65'095 CHF | 2'181 CHF | 99.57% | 99.57% |
11.11.2024 | 0.45% | 2.39 CHF | 2.41 CHF | 30'000 | 1'000 | 21'827 | 1'000 | 58'188 CHF | 2'700 CHF | 99.64% | 99.64% |
08.11.2024 | 0.37% | 3.10 CHF | 3.11 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 64'680 CHF | 3'246 CHF | 99.37% | 99.37% |
07.11.2024 | 0.43% | 3.01 CHF | 3.03 CHF | 20'000 | 1'000 | 21'220 | 1'000 | 55'822 CHF | 2'652 CHF | 99.07% | 99.07% |