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 | 1.69% | 3.02 CHF | 3.05 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 57'396 CHF | 8'783 CHF | 99.68% | 99.68% |
19.11.2024 | 1.73% | 2.72 CHF | 2.75 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 54'741 CHF | 8'304 CHF | 99.69% | 99.69% |
18.11.2024 | 1.49% | 2.97 CHF | 3.00 CHF | 20'000 | 5'000 | 20'000 | 2'984 | 63'067 CHF | 9'502 CHF | 98.88% | 98.88% |
15.11.2024 | 1.65% | 3.05 CHF | 3.07 CHF | 20'000 | 5'000 | 20'000 | 3'015 | 56'559 CHF | 8'743 CHF | 96.24% | 96.24% |
14.11.2024 | 1.66% | 2.68 CHF | 2.71 CHF | 20'000 | 5'000 | 20'031 | 2'979 | 56'112 CHF | 8'387 CHF | 99.68% | 99.68% |
13.11.2024 | 1.90% | 2.92 CHF | 2.95 CHF | 20'000 | 5'000 | 25'795 | 3'008 | 64'890 CHF | 7'917 CHF | 96.82% | 96.82% |
12.11.2024 | 1.91% | 2.71 CHF | 2.73 CHF | 20'000 | 5'000 | 22'811 | 2'980 | 58'217 CHF | 7'789 CHF | 99.62% | 99.62% |
11.11.2024 | 2.54% | 2.35 CHF | 2.38 CHF | 30'000 | 5'000 | 30'000 | 2'873 | 61'403 CHF | 6'177 CHF | 99.68% | 99.68% |
08.11.2024 | 3.48% | 1.63 CHF | 1.66 CHF | 40'000 | 5'000 | 39'654 | 2'880 | 58'039 CHF | 4'481 CHF | 99.41% | 99.41% |
07.11.2024 | 2.30% | 1.70 CHF | 1.73 CHF | 30'000 | 5'000 | 30'039 | 2'979 | 62'441 CHF | 6'157 CHF | 99.09% | 99.09% |