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 | 1.25% | 4.93 CHF | 4.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 71'627 CHF | 72'527 CHF | 99.46% | 99.46% |
19.11.2024 | 1.19% | 4.64 CHF | 4.70 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 75'074 CHF | 75'974 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 5.24 CHF | 5.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 84'819 CHF | 85'719 CHF | 99.29% | 99.29% |
15.11.2024 | 0.99% | 5.99 CHF | 6.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 90'425 CHF | 91'325 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 6.55 CHF | 6.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 98'478 CHF | 99'378 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 6.30 CHF | 6.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 92'754 CHF | 93'654 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 6.23 CHF | 6.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 89'093 CHF | 89'993 CHF | 99.80% | 99.80% |
11.11.2024 | 1.10% | 5.53 CHF | 5.59 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 81'497 CHF | 82'397 CHF | 99.77% | 99.77% |
08.11.2024 | 1.17% | 5.35 CHF | 5.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 76'722 CHF | 77'622 CHF | 99.16% | 99.16% |
07.11.2024 | 1.29% | 4.61 CHF | 4.67 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 69'485 CHF | 70'385 CHF | 99.96% | 99.96% |