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 | 1.62% | 5.14 CHF | 5.19 CHF | 30'000 | 30'000 | 14'343 | 11'212 | 76'874 CHF | 60'419 CHF | 99.64% | 99.64% |
19.11.2024 | 1.74% | 5.34 CHF | 5.39 CHF | 30'000 | 30'000 | 15'139 | 11'212 | 77'684 CHF | 58'718 CHF | 99.66% | 99.66% |
18.11.2024 | 1.77% | 5.14 CHF | 5.19 CHF | 30'000 | 30'000 | 20'131 | 11'219 | 100'541 CHF | 57'091 CHF | 99.58% | 99.58% |
15.11.2024 | 1.71% | 4.81 CHF | 4.86 CHF | 30'000 | 30'000 | 14'344 | 11'213 | 73'123 CHF | 57'663 CHF | 99.66% | 99.66% |
14.11.2024 | 1.55% | 5.33 CHF | 5.38 CHF | 30'000 | 30'000 | 14'346 | 11'215 | 80'461 CHF | 63'297 CHF | 99.66% | 99.66% |
13.11.2024 | 1.48% | 5.77 CHF | 5.82 CHF | 30'000 | 30'000 | 14'436 | 11'323 | 85'091 CHF | 67'278 CHF | 97.59% | 97.59% |
12.11.2024 | 1.51% | 5.84 CHF | 5.89 CHF | 30'000 | 30'000 | 14'344 | 11'213 | 84'167 CHF | 66'710 CHF | 99.66% | 99.66% |
11.11.2024 | 1.56% | 5.81 CHF | 5.86 CHF | 30'000 | 30'000 | 14'345 | 11'214 | 82'216 CHF | 65'273 CHF | 99.65% | 99.65% |
08.11.2024 | 1.53% | 5.65 CHF | 5.70 CHF | 30'000 | 30'000 | 14'344 | 11'213 | 82'499 CHF | 65'113 CHF | 99.66% | 99.66% |
07.11.2024 | 1.59% | 5.71 CHF | 5.76 CHF | 30'000 | 30'000 | 14'343 | 11'211 | 80'023 CHF | 63'482 CHF | 99.65% | 99.65% |