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 | 4.11% | 11.42 CHF | 11.67 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 112'869 CHF | 35'003 CHF | 99.62% | 99.62% |
19.11.2024 | 4.65% | 9.04 CHF | 9.24 CHF | 10'000 | 7'500 | 10'000 | 3'513 | 80'126 CHF | 29'949 CHF | 99.63% | 99.63% |
18.11.2024 | 4.82% | 7.96 CHF | 8.12 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 62'756 CHF | 38'750 CHF | 99.59% | 99.59% |
15.11.2024 | 4.88% | 6.17 CHF | 6.36 CHF | 10'000 | 7'500 | 10'000 | 5'268 | 71'048 CHF | 38'859 CHF | 99.64% | 99.64% |
14.11.2024 | 4.36% | 7.90 CHF | 8.08 CHF | 10'000 | 7'500 | 10'000 | 5'268 | 75'799 CHF | 41'837 CHF | 99.63% | 99.63% |
13.11.2024 | 4.39% | 7.24 CHF | 7.40 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 66'490 CHF | 41'039 CHF | 97.56% | 97.56% |
12.11.2024 | 4.70% | 5.78 CHF | 5.92 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 54'692 CHF | 33'599 CHF | 99.63% | 99.63% |
11.11.2024 | 4.72% | 5.35 CHF | 5.48 CHF | 10'000 | 10'000 | 17'884 | 7'768 | 86'574 CHF | 39'866 CHF | 99.63% | 99.63% |
08.11.2024 | 4.86% | 4.58 CHF | 4.70 CHF | 20'000 | 10'000 | 19'804 | 5'811 | 94'781 CHF | 29'026 CHF | 99.62% | 99.62% |
07.11.2024 | 4.93% | 4.56 CHF | 4.67 CHF | 20'000 | 20'000 | 20'000 | 9'918 | 80'902 CHF | 42'683 CHF | 99.63% | 99.63% |