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 | 2.40% | 1.51 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 12'934 | 62'113 CHF | 20'483 CHF | 99.64% | 99.64% |
19.11.2024 | 2.50% | 1.51 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 12'934 | 60'675 CHF | 19'997 CHF | 99.62% | 99.62% |
18.11.2024 | 2.54% | 1.56 CHF | 1.57 CHF | 40'000 | 25'000 | 40'000 | 12'932 | 61'113 CHF | 20'169 CHF | 99.66% | 99.66% |
15.11.2024 | 2.45% | 1.55 CHF | 1.56 CHF | 40'000 | 20'000 | 40'000 | 11'868 | 62'384 CHF | 18'910 CHF | 99.58% | 99.58% |
14.11.2024 | 2.06% | 1.75 CHF | 1.77 CHF | 30'000 | 20'000 | 30'000 | 11'866 | 54'897 CHF | 22'029 CHF | 99.65% | 99.65% |
13.11.2024 | 2.07% | 1.93 CHF | 1.95 CHF | 30'000 | 20'000 | 30'000 | 12'280 | 54'134 CHF | 22'801 CHF | 91.01% | 91.01% |
12.11.2024 | 2.03% | 1.74 CHF | 1.76 CHF | 30'000 | 20'000 | 30'000 | 11'866 | 55'279 CHF | 22'172 CHF | 99.67% | 99.67% |
11.11.2024 | 2.02% | 1.85 CHF | 1.86 CHF | 30'000 | 20'000 | 30'000 | 11'883 | 57'709 CHF | 23'199 CHF | 98.75% | 98.75% |
08.11.2024 | 2.31% | 1.83 CHF | 1.84 CHF | 30'000 | 20'000 | 37'907 | 11'882 | 61'366 CHF | 20'007 CHF | 99.67% | 99.67% |
07.11.2024 | 2.25% | 1.62 CHF | 1.63 CHF | 40'000 | 20'000 | 32'162 | 11'881 | 54'481 CHF | 20'433 CHF | 99.65% | 99.65% |