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 | 1.24% | 4.97 CHF | 5.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 72'223 CHF | 73'123 CHF | 99.45% | 99.45% |
19.11.2024 | 1.18% | 4.68 CHF | 4.74 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 75'667 CHF | 76'567 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 5.28 CHF | 5.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 85'415 CHF | 86'315 CHF | 99.29% | 99.29% |
15.11.2024 | 0.98% | 6.03 CHF | 6.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 91'021 CHF | 91'921 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 6.59 CHF | 6.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'076 CHF | 99'976 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 6.34 CHF | 6.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 93'348 CHF | 94'248 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 6.27 CHF | 6.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 89'681 CHF | 90'581 CHF | 99.78% | 99.78% |
11.11.2024 | 1.09% | 5.57 CHF | 5.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 82'087 CHF | 82'987 CHF | 99.77% | 99.77% |
08.11.2024 | 1.16% | 5.39 CHF | 5.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 77'309 CHF | 78'209 CHF | 99.16% | 99.16% |
07.11.2024 | 1.28% | 4.65 CHF | 4.71 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 70'084 CHF | 70'984 CHF | 100.00% | 100.00% |