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 | 1.65% | 0.58 CHF | 0.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 12'033 CHF | 12'233 CHF | 99.57% | 99.57% |
19.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 12'291 CHF | 12'491 CHF | 99.58% | 99.58% |
18.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'260 CHF | 10'410 CHF | 99.53% | 99.53% |
15.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'027 CHF | 15'227 CHF | 98.94% | 98.94% |
14.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'832 CHF | 15'032 CHF | 99.49% | 99.49% |
13.11.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'987 CHF | 14'187 CHF | 99.57% | 99.57% |
12.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'951 CHF | 11'101 CHF | 99.57% | 99.57% |
11.11.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 12'263 CHF | 12'413 CHF | 99.52% | 99.52% |
08.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 12'536 CHF | 12'686 CHF | 99.49% | 99.49% |
07.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'179 CHF | 16'379 CHF | 99.57% | 99.57% |