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 | 2.15% | 1.75 CHF | 1.76 CHF | 30'000 | 25'000 | 30'000 | 12'934 | 53'635 CHF | 23'537 CHF | 99.64% | 99.64% |
19.11.2024 | 2.13% | 1.75 CHF | 1.76 CHF | 30'000 | 25'000 | 30'000 | 12'934 | 52'552 CHF | 23'030 CHF | 99.61% | 99.61% |
18.11.2024 | 2.10% | 1.79 CHF | 1.81 CHF | 30'000 | 25'000 | 30'000 | 12'933 | 52'944 CHF | 23'211 CHF | 99.65% | 99.65% |
15.11.2024 | 2.10% | 1.78 CHF | 1.80 CHF | 30'000 | 20'000 | 30'000 | 11'869 | 53'880 CHF | 21'711 CHF | 99.54% | 99.54% |
14.11.2024 | 1.88% | 1.99 CHF | 2.00 CHF | 30'000 | 20'000 | 30'000 | 11'866 | 61'956 CHF | 24'833 CHF | 99.64% | 99.64% |
13.11.2024 | 1.84% | 2.17 CHF | 2.18 CHF | 30'000 | 20'000 | 30'000 | 11'990 | 61'124 CHF | 25'058 CHF | 96.88% | 96.88% |
12.11.2024 | 1.81% | 1.98 CHF | 1.99 CHF | 30'000 | 20'000 | 30'000 | 11'867 | 62'280 CHF | 24'947 CHF | 99.64% | 99.64% |
11.11.2024 | 1.76% | 2.08 CHF | 2.10 CHF | 30'000 | 20'000 | 30'000 | 11'885 | 64'737 CHF | 25'977 CHF | 98.70% | 98.70% |
08.11.2024 | 2.04% | 2.06 CHF | 2.07 CHF | 30'000 | 20'000 | 30'000 | 11'883 | 55'723 CHF | 22'759 CHF | 99.65% | 99.65% |
07.11.2024 | 1.93% | 1.85 CHF | 1.86 CHF | 30'000 | 20'000 | 30'000 | 11'882 | 57'954 CHF | 23'188 CHF | 99.63% | 99.63% |