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 | 2.52% | 0.41 CHF | 0.42 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 13'709 CHF | 14'059 CHF | 99.54% | 99.54% |
19.11.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 14'888 CHF | 15'288 CHF | 99.49% | 99.49% |
18.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 14'275 CHF | 14'675 CHF | 99.51% | 99.51% |
15.11.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 11'576 CHF | 11'926 CHF | 98.96% | 98.96% |
14.11.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 11'561 CHF | 11'861 CHF | 99.57% | 99.57% |
13.11.2024 | 2.78% | 0.43 CHF | 0.44 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 16'094 CHF | 16'544 CHF | 99.11% | 99.11% |
12.11.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'252 CHF | 14'752 CHF | 99.58% | 99.58% |
11.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'998 CHF | 14'498 CHF | 99.53% | 99.53% |
08.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'064 CHF | 14'564 CHF | 99.48% | 99.48% |
07.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'988 CHF | 12'488 CHF | 99.03% | 99.03% |