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 | 3.33% | 11.33 CHF | 11.53 CHF | 10'000 | 7'500 | 10'000 | 3'513 | 112'199 CHF | 40'676 CHF | 99.62% | 99.62% |
19.11.2024 | 3.70% | 9.34 CHF | 9.51 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 84'818 CHF | 51'392 CHF | 99.63% | 99.63% |
18.11.2024 | 3.82% | 8.42 CHF | 8.56 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 69'484 CHF | 42'367 CHF | 99.58% | 99.58% |
15.11.2024 | 3.85% | 6.86 CHF | 7.02 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 76'566 CHF | 45'433 CHF | 99.63% | 99.63% |
14.11.2024 | 3.52% | 8.33 CHF | 8.48 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 80'538 CHF | 48'584 CHF | 99.61% | 99.61% |
13.11.2024 | 3.55% | 7.75 CHF | 7.89 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 72'311 CHF | 44'213 CHF | 97.56% | 97.56% |
12.11.2024 | 3.77% | 6.45 CHF | 6.57 CHF | 10'000 | 10'000 | 10'000 | 7'768 | 61'690 CHF | 49'913 CHF | 99.63% | 99.63% |
11.11.2024 | 3.80% | 6.06 CHF | 6.17 CHF | 10'000 | 10'000 | 10'000 | 7'768 | 56'225 CHF | 45'470 CHF | 99.63% | 99.63% |
08.11.2024 | 3.89% | 5.33 CHF | 5.45 CHF | 10'000 | 10'000 | 10'000 | 7'775 | 55'229 CHF | 44'542 CHF | 99.63% | 99.63% |
07.11.2024 | 3.94% | 5.30 CHF | 5.40 CHF | 20'000 | 20'000 | 19'993 | 9'918 | 96'246 CHF | 50'172 CHF | 99.63% | 99.63% |