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 | 0.27% | 3.82 CHF | 3.83 CHF | 25'000 | 25'000 | 21'087 | 15'217 | 76'984 CHF | 55'913 CHF | 99.68% | 99.68% |
19.11.2024 | 1.19% | 3.61 CHF | 3.62 CHF | 25'000 | 25'000 | 12'678 | 10'252 | 47'674 CHF | 38'589 CHF | 95.93% | 95.93% |
18.11.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 25'000 | 25'000 | 21'090 | 15'225 | 77'221 CHF | 55'819 CHF | 99.39% | 99.39% |
15.11.2024 | 1.99% | 4.30 CHF | 4.39 CHF | 2'500 | 2'500 | 1'523 | 1'523 | 6'794 CHF | 6'931 CHF | 99.20% | 99.20% |
14.11.2024 | 2.19% | 4.29 CHF | 4.38 CHF | 2'500 | 2'500 | 1'522 | 1'522 | 6'231 CHF | 6'368 CHF | 99.52% | 99.52% |
13.11.2024 | 1.90% | 4.05 CHF | 4.06 CHF | 25'000 | 25'000 | 6'294 | 6'294 | 24'769 CHF | 24'911 CHF | 97.28% | 97.28% |
12.11.2024 | 2.10% | 3.71 CHF | 3.80 CHF | 2'500 | 2'500 | 5'706 | 4'034 | 19'103 CHF | 13'794 CHF | 97.84% | 97.84% |
11.11.2024 | 0.27% | 3.36 CHF | 3.37 CHF | 25'000 | 25'000 | 21'074 | 15'186 | 77'108 CHF | 55'541 CHF | 98.59% | 98.59% |
08.11.2024 | 0.21% | 4.35 CHF | 4.36 CHF | 25'000 | 25'000 | 21'087 | 15'217 | 99'403 CHF | 71'380 CHF | 99.46% | 99.46% |
07.11.2024 | 0.20% | 4.80 CHF | 4.81 CHF | 25'000 | 25'000 | 15'225 | 15'225 | 76'635 CHF | 76'787 CHF | 99.36% | 99.36% |