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 | 1.48% | 2.26 CHF | 2.28 CHF | 30'000 | 7'500 | 30'000 | 5'269 | 61'915 CHF | 11'171 CHF | 99.34% | 99.34% |
19.11.2024 | 1.46% | 2.08 CHF | 2.10 CHF | 30'000 | 7'500 | 30'000 | 5'276 | 61'238 CHF | 10'941 CHF | 99.40% | 99.40% |
18.11.2024 | 1.34% | 2.10 CHF | 2.12 CHF | 30'000 | 10'000 | 30'000 | 5'812 | 64'534 CHF | 12'669 CHF | 98.34% | 98.34% |
15.11.2024 | 1.20% | 2.36 CHF | 2.38 CHF | 30'000 | 10'000 | 29'665 | 5'916 | 69'321 CHF | 13'956 CHF | 87.35% | 87.35% |
14.11.2024 | 1.12% | 2.58 CHF | 2.60 CHF | 20'000 | 10'000 | 20'440 | 5'805 | 52'204 CHF | 15'062 CHF | 99.39% | 99.39% |
13.11.2024 | 1.23% | 2.43 CHF | 2.45 CHF | 30'000 | 10'000 | 30'000 | 5'924 | 68'526 CHF | 13'808 CHF | 95.29% | 95.29% |
12.11.2024 | 1.26% | 2.44 CHF | 2.46 CHF | 30'000 | 7'500 | 29'802 | 5'284 | 69'820 CHF | 12'599 CHF | 96.05% | 96.05% |
11.11.2024 | 1.52% | 2.18 CHF | 2.20 CHF | 30'000 | 7'500 | 30'000 | 5'298 | 58'250 CHF | 10'559 CHF | 96.80% | 96.80% |
08.11.2024 | 1.83% | 1.91 CHF | 1.93 CHF | 30'000 | 7'500 | 37'625 | 5'610 | 61'321 CHF | 9'489 CHF | 87.57% | 87.57% |
07.11.2024 | 2.19% | 1.27 CHF | 1.28 CHF | 40'000 | 7'500 | 40'283 | 5'138 | 57'218 CHF | 7'357 CHF | 82.24% | 82.24% |