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 | 2.10% | 2.46 CHF | 2.49 CHF | 30'000 | 5'000 | 29'233 | 2'980 | 67'212 CHF | 7'105 CHF | 99.63% | 99.63% |
19.11.2024 | 2.18% | 2.16 CHF | 2.18 CHF | 30'000 | 5'000 | 30'000 | 2'980 | 65'241 CHF | 6'629 CHF | 99.64% | 99.64% |
18.11.2024 | 1.82% | 2.41 CHF | 2.43 CHF | 30'000 | 5'000 | 22'274 | 2'984 | 57'251 CHF | 7'815 CHF | 98.83% | 98.83% |
15.11.2024 | 2.07% | 2.48 CHF | 2.50 CHF | 30'000 | 5'000 | 29'875 | 3'015 | 67'483 CHF | 7'031 CHF | 96.19% | 96.19% |
14.11.2024 | 2.08% | 2.11 CHF | 2.14 CHF | 30'000 | 5'000 | 30'000 | 2'980 | 66'974 CHF | 6'692 CHF | 99.64% | 99.64% |
13.11.2024 | 2.45% | 2.36 CHF | 2.38 CHF | 30'000 | 5'000 | 30'000 | 3'008 | 59'162 CHF | 6'212 CHF | 96.88% | 96.88% |
12.11.2024 | 2.44% | 2.14 CHF | 2.17 CHF | 30'000 | 5'000 | 30'000 | 2'980 | 60'089 CHF | 6'103 CHF | 99.56% | 99.56% |
11.11.2024 | 3.47% | 1.79 CHF | 1.82 CHF | 30'000 | 5'000 | 38'108 | 2'874 | 55'981 CHF | 4'554 CHF | 99.64% | 99.64% |
08.11.2024 | 5.70% | 1.07 CHF | 1.09 CHF | 50'000 | 5'000 | 61'528 | 2'881 | 54'912 CHF | 2'864 CHF | 99.36% | 99.36% |
07.11.2024 | 3.12% | 1.14 CHF | 1.16 CHF | 50'000 | 5'000 | 40'803 | 2'984 | 61'112 CHF | 4'482 CHF | 99.63% | 99.63% |