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 | 1.40% | 1.90 CHF | 1.91 CHF | 30'000 | 7'500 | 30'000 | 5'269 | 62'480 CHF | 10'982 CHF | 99.28% | 99.28% |
19.11.2024 | 1.40% | 2.07 CHF | 2.08 CHF | 30'000 | 7'500 | 30'000 | 5'276 | 62'875 CHF | 11'188 CHF | 99.36% | 99.36% |
18.11.2024 | 1.46% | 2.06 CHF | 2.07 CHF | 30'000 | 10'000 | 30'000 | 5'813 | 60'024 CHF | 11'779 CHF | 98.29% | 98.29% |
15.11.2024 | 1.53% | 1.81 CHF | 1.83 CHF | 30'000 | 10'000 | 31'075 | 5'919 | 56'469 CHF | 10'987 CHF | 87.09% | 87.09% |
14.11.2024 | 1.77% | 1.59 CHF | 1.61 CHF | 40'000 | 10'000 | 39'174 | 5'806 | 63'151 CHF | 9'453 CHF | 99.33% | 99.33% |
13.11.2024 | 1.53% | 1.73 CHF | 1.75 CHF | 30'000 | 10'000 | 30'000 | 5'901 | 55'784 CHF | 11'021 CHF | 95.94% | 95.94% |
12.11.2024 | 1.62% | 1.72 CHF | 1.73 CHF | 30'000 | 7'500 | 30'199 | 5'285 | 54'377 CHF | 9'609 CHF | 95.98% | 95.98% |
11.11.2024 | 1.33% | 1.97 CHF | 1.99 CHF | 30'000 | 7'500 | 30'000 | 5'299 | 65'919 CHF | 11'675 CHF | 96.76% | 96.76% |
08.11.2024 | 1.19% | 2.23 CHF | 2.25 CHF | 30'000 | 7'500 | 22'560 | 5'610 | 55'621 CHF | 13'991 CHF | 87.55% | 87.55% |
07.11.2024 | 1.15% | 2.86 CHF | 2.88 CHF | 20'000 | 7'500 | 20'000 | 5'139 | 54'169 CHF | 14'171 CHF | 82.21% | 82.21% |