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 | 0.36% | 3.43 CHF | 3.51 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 70'565 CHF | 35'411 CHF | 14.13% | 100.00% |
19.11.2024 | 0.35% | 3.42 CHF | 3.43 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 67'415 CHF | 33'826 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 3.41 CHF | 3.42 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'692 CHF | 34'472 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 3.47 CHF | 3.48 CHF | 20'000 | 10'000 | 14'531 | 8'177 | 51'019 CHF | 28'770 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 3.44 CHF | 3.45 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 69'080 CHF | 34'657 CHF | 99.44% | 99.44% |
13.11.2024 | 0.36% | 3.53 CHF | 3.54 CHF | 20'000 | 10'000 | 20'000 | 9'937 | 68'677 CHF | 34'241 CHF | 98.88% | 98.88% |
12.11.2024 | 0.34% | 3.45 CHF | 3.46 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 69'816 CHF | 35'027 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.58 CHF | 3.59 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 72'408 CHF | 36'325 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.52 CHF | 3.53 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 70'472 CHF | 35'352 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 3.44 CHF | 3.46 CHF | 20'000 | 10'000 | 20'000 | 9'740 | 69'706 CHF | 34'093 CHF | 99.06% | 99.06% |