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 | 0.93% | 4.08 CHF | 4.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'296 CHF | 105'270 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 3.95 CHF | 3.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'642 CHF | 79'442 CHF | 85.49% | 85.49% |
18.11.2024 | 0.97% | 4.04 CHF | 4.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'308 CHF | 101'281 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 3.90 CHF | 3.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'865 CHF | 94'857 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 4.05 CHF | 4.09 CHF | 20'000 | 20'000 | 19'266 | 19'266 | 72'758 CHF | 73'547 CHF | 99.27% | 99.27% |
13.11.2024 | 0.95% | 4.06 CHF | 4.09 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 100'274 CHF | 101'224 CHF | 99.40% | 99.40% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 0.97% | 4.23 CHF | 4.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 85'276 CHF | 86'103 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 4.21 CHF | 4.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 83'983 CHF | 84'819 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 4.33 CHF | 4.38 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 87'789 CHF | 88'629 CHF | 90.34% | 90.34% |