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 | 1.39% | 1.91 CHF | 1.92 CHF | 30'000 | 7'500 | 30'000 | 5'269 | 62'777 CHF | 11'033 CHF | 99.34% | 99.34% |
19.11.2024 | 1.39% | 2.08 CHF | 2.09 CHF | 30'000 | 7'500 | 30'000 | 5'276 | 63'172 CHF | 11'238 CHF | 99.40% | 99.40% |
18.11.2024 | 1.44% | 2.07 CHF | 2.08 CHF | 30'000 | 10'000 | 30'000 | 5'812 | 60'322 CHF | 11'834 CHF | 98.34% | 98.34% |
15.11.2024 | 1.52% | 1.82 CHF | 1.84 CHF | 30'000 | 10'000 | 30'643 | 5'916 | 56'056 CHF | 11'040 CHF | 87.34% | 87.34% |
14.11.2024 | 1.76% | 1.60 CHF | 1.62 CHF | 40'000 | 10'000 | 38'514 | 5'805 | 62'435 CHF | 9'509 CHF | 99.39% | 99.39% |
13.11.2024 | 1.53% | 1.74 CHF | 1.76 CHF | 30'000 | 10'000 | 30'000 | 5'907 | 56'078 CHF | 11'091 CHF | 95.78% | 95.78% |
12.11.2024 | 1.62% | 1.73 CHF | 1.74 CHF | 30'000 | 7'500 | 30'121 | 5'284 | 54'540 CHF | 9'660 CHF | 96.05% | 96.05% |
11.11.2024 | 1.32% | 1.98 CHF | 2.00 CHF | 30'000 | 7'500 | 30'000 | 5'298 | 66'211 CHF | 11'725 CHF | 96.80% | 96.80% |
08.11.2024 | 1.19% | 2.24 CHF | 2.26 CHF | 30'000 | 7'500 | 22'428 | 5'610 | 55'506 CHF | 14'045 CHF | 87.56% | 87.56% |
07.11.2024 | 1.14% | 2.87 CHF | 2.89 CHF | 20'000 | 7'500 | 20'000 | 5'139 | 54'365 CHF | 14'220 CHF | 82.24% | 82.24% |