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 | 0.47% | 2.34 CHF | 2.36 CHF | 30'000 | 1'000 | 24'972 | 1'000 | 61'616 CHF | 2'494 CHF | 99.65% | 99.65% |
19.11.2024 | 0.43% | 2.63 CHF | 2.64 CHF | 20'000 | 1'000 | 20'004 | 1'000 | 52'069 CHF | 2'614 CHF | 99.66% | 99.66% |
18.11.2024 | 0.53% | 2.40 CHF | 2.41 CHF | 30'000 | 1'000 | 30'000 | 1'000 | 66'380 CHF | 2'224 CHF | 98.85% | 98.85% |
15.11.2024 | 0.48% | 2.35 CHF | 2.36 CHF | 30'000 | 1'000 | 21'911 | 1'000 | 55'722 CHF | 2'570 CHF | 96.21% | 96.21% |
14.11.2024 | 0.44% | 2.71 CHF | 2.73 CHF | 20'000 | 1'000 | 20'958 | 1'000 | 54'175 CHF | 2'602 CHF | 99.66% | 99.66% |
13.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 30'000 | 1'000 | 20'751 | 1'000 | 58'348 CHF | 2'837 CHF | 97.40% | 97.40% |
12.11.2024 | 0.41% | 2.67 CHF | 2.68 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 55'858 CHF | 2'804 CHF | 99.58% | 99.58% |
11.11.2024 | 0.36% | 3.01 CHF | 3.03 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 66'182 CHF | 3'321 CHF | 99.65% | 99.65% |
08.11.2024 | 0.31% | 3.72 CHF | 3.73 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 76'989 CHF | 3'861 CHF | 99.39% | 99.39% |
07.11.2024 | 0.35% | 3.63 CHF | 3.65 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 65'145 CHF | 3'269 CHF | 99.07% | 99.07% |