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 | 0.25% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 30'431 | 30'431 | 121'359 CHF | 121'663 CHF | 99.66% | 99.66% |
19.11.2024 | 0.96% | 4.00 CHF | 4.01 CHF | 50'000 | 50'000 | 20'500 | 20'500 | 80'137 CHF | 80'409 CHF | 95.91% | 95.91% |
18.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 50'000 | 50'000 | 30'447 | 30'447 | 121'985 CHF | 122'290 CHF | 99.36% | 99.36% |
15.11.2024 | 2.03% | 3.53 CHF | 3.60 CHF | 5'000 | 5'000 | 3'046 | 3'046 | 10'438 CHF | 10'651 CHF | 99.18% | 99.18% |
14.11.2024 | 1.88% | 3.53 CHF | 3.60 CHF | 5'000 | 5'000 | 3'044 | 3'044 | 11'192 CHF | 11'405 CHF | 99.50% | 99.50% |
13.11.2024 | 1.49% | 3.73 CHF | 3.74 CHF | 50'000 | 50'000 | 12'590 | 12'590 | 47'759 CHF | 48'005 CHF | 97.26% | 97.26% |
12.11.2024 | 0.86% | 3.92 CHF | 3.93 CHF | 50'000 | 50'000 | 22'998 | 22'998 | 92'433 CHF | 92'724 CHF | 97.82% | 97.82% |
11.11.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 50'000 | 50'000 | 30'372 | 30'372 | 120'466 CHF | 120'769 CHF | 98.59% | 98.59% |
08.11.2024 | 0.31% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 30'434 | 30'434 | 98'280 CHF | 98'584 CHF | 99.44% | 99.44% |
07.11.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 30'449 | 30'449 | 91'615 CHF | 91'919 CHF | 99.34% | 99.34% |