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 | 1.24% | 4.67 CHF | 4.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 72'247 CHF | 73'147 CHF | 99.46% | 99.46% |
19.11.2024 | 1.31% | 4.92 CHF | 4.98 CHF | 15'000 | 15'000 | 14'997 | 14'998 | 68'395 CHF | 69'295 CHF | 100.00% | 100.00% |
18.11.2024 | 1.51% | 4.36 CHF | 4.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 59'374 CHF | 60'274 CHF | 99.30% | 99.30% |
15.11.2024 | 1.65% | 3.65 CHF | 3.71 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 54'116 CHF | 55'016 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 3.08 CHF | 3.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'304 CHF | 47'203 CHF | 100.00% | 100.00% |
13.11.2024 | 1.75% | 3.30 CHF | 3.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 51'054 CHF | 51'954 CHF | 100.00% | 100.00% |
12.11.2024 | 1.64% | 3.35 CHF | 3.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 54'586 CHF | 55'486 CHF | 99.81% | 99.81% |
11.11.2024 | 1.45% | 4.03 CHF | 4.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 61'836 CHF | 62'736 CHF | 99.78% | 99.78% |
08.11.2024 | 1.36% | 4.16 CHF | 4.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 65'565 CHF | 66'465 CHF | 99.17% | 99.17% |
07.11.2024 | 1.22% | 4.88 CHF | 4.94 CHF | 15'000 | 15'000 | 14'998 | 14'998 | 73'251 CHF | 74'151 CHF | 99.96% | 99.96% |