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 | 0.54% | 2.28 CHF | 2.30 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 13'328 CHF | 13'399 CHF | 99.52% | 99.52% |
19.11.2024 | 0.57% | 2.15 CHF | 2.17 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 13'047 CHF | 13'121 CHF | 99.05% | 99.11% |
18.11.2024 | 0.57% | 2.19 CHF | 2.20 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 12'836 CHF | 12'909 CHF | 99.52% | 99.57% |
15.11.2024 | 0.63% | 2.14 CHF | 2.16 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 11'025 CHF | 11'094 CHF | 99.57% | 99.57% |
14.11.2024 | 0.87% | 2.37 CHF | 2.38 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 9'997 CHF | 10'084 CHF | 99.52% | 99.52% |
13.11.2024 | 0.87% | 2.56 CHF | 2.59 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 10'255 CHF | 10'344 CHF | 99.48% | 99.48% |
12.11.2024 | 0.86% | 2.55 CHF | 2.57 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 12'651 CHF | 12'760 CHF | 99.53% | 99.57% |
11.11.2024 | 0.88% | 2.57 CHF | 2.59 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 10'519 CHF | 10'612 CHF | 99.57% | 99.57% |
08.11.2024 | 0.94% | 2.64 CHF | 2.66 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 10'567 CHF | 10'667 CHF | 99.50% | 99.55% |
07.11.2024 | 0.92% | 2.80 CHF | 2.82 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 11'214 CHF | 11'317 CHF | 99.49% | 99.49% |