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 | 2.50% | 1.61 CHF | 1.62 CHF | 40'000 | 25'000 | 40'000 | 12'934 | 61'610 CHF | 20'432 CHF | 99.64% | 99.64% |
19.11.2024 | 2.42% | 1.59 CHF | 1.61 CHF | 40'000 | 25'000 | 40'000 | 12'934 | 62'785 CHF | 20'828 CHF | 99.61% | 99.61% |
18.11.2024 | 2.42% | 1.57 CHF | 1.58 CHF | 40'000 | 25'000 | 40'000 | 12'932 | 62'910 CHF | 20'841 CHF | 99.65% | 99.65% |
15.11.2024 | 2.47% | 1.59 CHF | 1.60 CHF | 40'000 | 20'000 | 40'000 | 11'868 | 62'012 CHF | 18'866 CHF | 99.57% | 99.57% |
14.11.2024 | 2.91% | 1.39 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 11'866 | 51'581 CHF | 15'826 CHF | 99.65% | 99.65% |
13.11.2024 | 2.69% | 1.19 CHF | 1.21 CHF | 50'000 | 20'000 | 41'725 | 12'217 | 53'909 CHF | 16'039 CHF | 92.22% | 92.22% |
12.11.2024 | 3.06% | 1.38 CHF | 1.39 CHF | 40'000 | 20'000 | 47'151 | 11'866 | 59'048 CHF | 15'441 CHF | 99.66% | 99.66% |
11.11.2024 | 3.28% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 49'329 | 11'883 | 57'504 CHF | 14'400 CHF | 98.73% | 98.73% |
08.11.2024 | 2.55% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 40'000 | 11'882 | 57'594 CHF | 17'275 CHF | 99.66% | 99.66% |
07.11.2024 | 2.80% | 1.48 CHF | 1.49 CHF | 40'000 | 20'000 | 40'000 | 11'882 | 55'100 CHF | 16'966 CHF | 99.64% | 99.64% |