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 | 0.37% | 2.97 CHF | 2.98 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 62'179 CHF | 3'120 CHF | 99.63% | 99.63% |
19.11.2024 | 0.34% | 3.25 CHF | 3.26 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 64'538 CHF | 3'238 CHF | 99.64% | 99.64% |
18.11.2024 | 0.41% | 3.02 CHF | 3.04 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 56'798 CHF | 2'852 CHF | 98.83% | 98.83% |
15.11.2024 | 0.38% | 2.97 CHF | 2.99 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 63'706 CHF | 3'197 CHF | 96.19% | 96.19% |
14.11.2024 | 0.36% | 3.34 CHF | 3.35 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 64'378 CHF | 3'231 CHF | 99.64% | 99.64% |
13.11.2024 | 0.34% | 3.08 CHF | 3.10 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 68'981 CHF | 3'461 CHF | 96.56% | 96.56% |
12.11.2024 | 0.33% | 3.29 CHF | 3.30 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 68'312 CHF | 3'427 CHF | 99.56% | 99.56% |
11.11.2024 | 0.30% | 3.64 CHF | 3.65 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 78'603 CHF | 3'942 CHF | 99.63% | 99.63% |
08.11.2024 | 0.27% | 4.33 CHF | 4.35 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 89'302 CHF | 4'477 CHF | 99.37% | 99.37% |
07.11.2024 | 0.29% | 4.25 CHF | 4.26 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 77'486 CHF | 3'886 CHF | 99.06% | 99.06% |