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 | 1.04% | 4.90 CHF | 4.95 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 95'573 CHF | 48'286 CHF | 99.54% | 99.54% |
19.11.2024 | 1.05% | 4.72 CHF | 4.77 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 95'194 CHF | 48'097 CHF | 99.50% | 99.50% |
18.11.2024 | 1.13% | 4.37 CHF | 4.42 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 88'166 CHF | 44'583 CHF | 99.48% | 99.48% |
15.11.2024 | 1.16% | 4.30 CHF | 4.35 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 85'945 CHF | 43'472 CHF | 90.74% | 90.74% |
14.11.2024 | 1.05% | 4.50 CHF | 4.55 CHF | 20'000 | 10'000 | 19'331 | 10'000 | 91'102 CHF | 47'735 CHF | 99.16% | 99.16% |
13.11.2024 | 1.03% | 5.14 CHF | 5.19 CHF | 10'000 | 10'000 | 17'580 | 10'000 | 84'600 CHF | 49'043 CHF | 97.40% | 97.40% |
12.11.2024 | 1.15% | 4.55 CHF | 4.60 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 86'601 CHF | 43'801 CHF | 99.50% | 99.50% |
11.11.2024 | 1.16% | 4.20 CHF | 4.25 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 86'095 CHF | 43'547 CHF | 99.50% | 99.50% |
08.11.2024 | 1.13% | 4.52 CHF | 4.57 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 88'027 CHF | 44'514 CHF | 99.49% | 99.49% |
07.11.2024 | 1.31% | 3.83 CHF | 3.88 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'650 CHF | 38'325 CHF | 98.66% | 98.66% |