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 | 1.96% | 1.93 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 12'932 | 58'984 CHF | 25'841 CHF | 99.66% | 99.66% |
19.11.2024 | 1.97% | 1.93 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 12'932 | 57'890 CHF | 25'334 CHF | 99.65% | 99.65% |
18.11.2024 | 1.91% | 1.97 CHF | 1.98 CHF | 30'000 | 25'000 | 30'000 | 12'931 | 58'320 CHF | 25'524 CHF | 99.68% | 99.68% |
15.11.2024 | 1.90% | 1.96 CHF | 1.98 CHF | 30'000 | 20'000 | 30'000 | 11'867 | 59'262 CHF | 23'832 CHF | 99.62% | 99.62% |
14.11.2024 | 1.72% | 2.17 CHF | 2.18 CHF | 30'000 | 20'000 | 30'000 | 11'865 | 67'337 CHF | 26'955 CHF | 99.68% | 99.68% |
13.11.2024 | 1.72% | 2.35 CHF | 2.36 CHF | 30'000 | 20'000 | 30'000 | 12'015 | 66'457 CHF | 27'256 CHF | 96.35% | 96.35% |
12.11.2024 | 1.67% | 2.16 CHF | 2.17 CHF | 30'000 | 20'000 | 30'000 | 11'865 | 67'625 CHF | 27'055 CHF | 99.69% | 99.69% |
11.11.2024 | 1.67% | 2.26 CHF | 2.27 CHF | 30'000 | 20'000 | 30'000 | 11'882 | 70'026 CHF | 28'076 CHF | 98.78% | 98.78% |
08.11.2024 | 1.91% | 2.23 CHF | 2.25 CHF | 30'000 | 20'000 | 30'000 | 11'881 | 60'990 CHF | 24'852 CHF | 99.69% | 99.69% |
07.11.2024 | 1.81% | 2.02 CHF | 2.04 CHF | 30'000 | 20'000 | 30'000 | 11'881 | 63'220 CHF | 25'278 CHF | 99.66% | 99.66% |