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 | 2.20% | 1.70 CHF | 1.71 CHF | 30'000 | 25'000 | 30'000 | 12'933 | 52'142 CHF | 22'891 CHF | 99.65% | 99.65% |
19.11.2024 | 2.20% | 1.70 CHF | 1.71 CHF | 30'000 | 25'000 | 30'346 | 12'933 | 51'635 CHF | 22'387 CHF | 99.63% | 99.63% |
18.11.2024 | 2.16% | 1.74 CHF | 1.76 CHF | 30'000 | 25'000 | 30'216 | 12'931 | 51'806 CHF | 22'566 CHF | 99.67% | 99.67% |
15.11.2024 | 2.16% | 1.73 CHF | 1.75 CHF | 30'000 | 20'000 | 30'000 | 11'867 | 52'382 CHF | 21'116 CHF | 99.60% | 99.60% |
14.11.2024 | 1.92% | 1.94 CHF | 1.95 CHF | 30'000 | 20'000 | 30'000 | 11'865 | 60'461 CHF | 24'239 CHF | 99.67% | 99.67% |
13.11.2024 | 1.87% | 2.12 CHF | 2.13 CHF | 30'000 | 20'000 | 30'000 | 11'985 | 59'641 CHF | 24'453 CHF | 97.00% | 97.00% |
12.11.2024 | 1.87% | 1.93 CHF | 1.94 CHF | 30'000 | 20'000 | 30'000 | 11'865 | 60'797 CHF | 24'359 CHF | 99.69% | 99.69% |
11.11.2024 | 1.80% | 2.03 CHF | 2.05 CHF | 30'000 | 20'000 | 30'000 | 11'882 | 63'250 CHF | 25'382 CHF | 98.77% | 98.77% |
08.11.2024 | 2.11% | 2.01 CHF | 2.02 CHF | 30'000 | 20'000 | 30'000 | 11'881 | 54'254 CHF | 22'178 CHF | 99.68% | 99.68% |
07.11.2024 | 1.98% | 1.80 CHF | 1.81 CHF | 30'000 | 20'000 | 30'000 | 11'881 | 56'483 CHF | 22'603 CHF | 99.65% | 99.65% |