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 | 0.69% | 4.87 CHF | 4.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 124'287 CHF | 125'147 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 4.92 CHF | 4.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 122'142 CHF | 123'030 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 5.01 CHF | 5.04 CHF | 20'000 | 20'000 | 17'778 | 17'778 | 89'836 CHF | 90'537 CHF | 93.88% | 93.88% |
15.11.2024 | 0.71% | 5.18 CHF | 5.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 128'594 CHF | 129'514 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 4.88 CHF | 4.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 122'930 CHF | 123'789 CHF | 99.22% | 99.22% |
13.11.2024 | 0.70% | 4.83 CHF | 4.87 CHF | 25'000 | 25'000 | 24'890 | 24'774 | 120'240 CHF | 120'521 CHF | 99.36% | 99.36% |
12.11.2024 | 0.73% | 4.85 CHF | 4.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 101'733 CHF | 102'483 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 5.26 CHF | 5.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 105'062 CHF | 105'772 CHF | 99.78% | 99.78% |
08.11.2024 | 0.86% | 5.08 CHF | 5.12 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 62'929 CHF | 63'475 CHF | 86.95% | 86.95% |
07.11.2024 | 0.73% | 4.91 CHF | 4.95 CHF | 25'000 | 25'000 | 24'739 | 24'218 | 120'071 CHF | 118'505 CHF | 98.73% | 98.73% |