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 | 0.24% | 4.02 CHF | 4.03 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 82'295 CHF | 41'247 CHF | 99.99% | 99.99% |
19.11.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 83'258 CHF | 41'729 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 82'718 CHF | 41'459 CHF | 99.77% | 99.77% |
15.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 82'122 CHF | 41'161 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 79'008 CHF | 39'604 CHF | 95.92% | 95.92% |
13.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 72'795 CHF | 36'497 CHF | 97.50% | 97.50% |
12.11.2024 | 0.26% | 3.61 CHF | 3.62 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 77'054 CHF | 38'627 CHF | 98.70% | 98.70% |
11.11.2024 | 0.24% | 3.99 CHF | 4.00 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 82'026 CHF | 41'113 CHF | 95.92% | 95.92% |
08.11.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 84'025 CHF | 42'113 CHF | 84.64% | 84.64% |
07.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 88'327 CHF | 44'263 CHF | 99.99% | 99.99% |