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 | 0.69% | 10.07 CHF | 10.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 102'301 CHF | 103'011 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 9.80 CHF | 9.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 99'640 CHF | 100'383 CHF | 93.14% | 93.14% |
18.11.2024 | 0.72% | 9.65 CHF | 9.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 186'292 CHF | 187'634 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 8.67 CHF | 8.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 170'832 CHF | 172'118 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 8.43 CHF | 8.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 159'795 CHF | 161'032 CHF | 99.57% | 99.57% |
13.11.2024 | 0.75% | 8.34 CHF | 8.40 CHF | 20'000 | 20'000 | 19'777 | 19'747 | 163'854 CHF | 164'832 CHF | 99.31% | 99.31% |
12.11.2024 | 0.79% | 8.06 CHF | 8.13 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 84'918 CHF | 85'589 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 8.98 CHF | 9.04 CHF | 20'000 | 20'000 | 16'502 | 16'502 | 150'998 CHF | 152'010 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 7.69 CHF | 7.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 153'972 CHF | 155'202 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 8.12 CHF | 8.16 CHF | 20'000 | 20'000 | 14'966 | 14'966 | 122'263 CHF | 123'027 CHF | 88.62% | 88.62% |