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 | 1.04% | 3.06 CHF | 3.07 CHF | 20'000 | 7'500 | 20'000 | 5'270 | 57'153 CHF | 15'353 CHF | 99.27% | 99.27% |
19.11.2024 | 1.07% | 2.87 CHF | 2.89 CHF | 20'000 | 7'500 | 20'000 | 5'277 | 56'644 CHF | 15'117 CHF | 99.33% | 99.33% |
18.11.2024 | 0.99% | 2.90 CHF | 2.91 CHF | 20'000 | 10'000 | 20'000 | 5'813 | 58'914 CHF | 17'289 CHF | 98.27% | 98.27% |
15.11.2024 | 0.90% | 3.16 CHF | 3.17 CHF | 20'000 | 10'000 | 20'000 | 5'922 | 62'667 CHF | 18'676 CHF | 86.86% | 86.86% |
14.11.2024 | 0.86% | 3.37 CHF | 3.39 CHF | 20'000 | 10'000 | 20'000 | 5'807 | 67'008 CHF | 19'680 CHF | 99.30% | 99.30% |
13.11.2024 | 0.91% | 3.22 CHF | 3.24 CHF | 20'000 | 10'000 | 20'000 | 5'926 | 61'466 CHF | 18'490 CHF | 95.20% | 95.20% |
12.11.2024 | 0.95% | 3.23 CHF | 3.25 CHF | 20'000 | 7'500 | 20'000 | 5'285 | 62'633 CHF | 16'766 CHF | 95.93% | 95.93% |
11.11.2024 | 1.11% | 2.97 CHF | 2.98 CHF | 20'000 | 7'500 | 20'000 | 5'300 | 54'533 CHF | 14'726 CHF | 96.73% | 96.73% |
08.11.2024 | 1.25% | 2.69 CHF | 2.71 CHF | 20'000 | 7'500 | 27'934 | 5'610 | 67'130 CHF | 13'852 CHF | 87.54% | 87.54% |
07.11.2024 | 1.41% | 2.05 CHF | 2.06 CHF | 30'000 | 7'500 | 30'000 | 5'139 | 66'047 CHF | 11'362 CHF | 82.19% | 82.19% |