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 | 0.29% | 4.15 CHF | 4.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 84'440 CHF | 42'345 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 4.14 CHF | 4.15 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 81'815 CHF | 41'026 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 4.13 CHF | 4.14 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 83'071 CHF | 41'658 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 4.19 CHF | 4.20 CHF | 20'000 | 10'000 | 14'531 | 8'177 | 61'481 CHF | 34'657 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 4.16 CHF | 4.17 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 83'458 CHF | 41'846 CHF | 99.44% | 99.44% |
13.11.2024 | 0.30% | 4.25 CHF | 4.26 CHF | 20'000 | 10'000 | 20'000 | 9'937 | 83'053 CHF | 41'384 CHF | 98.88% | 98.88% |
12.11.2024 | 0.29% | 4.16 CHF | 4.18 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 84'190 CHF | 42'217 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 4.30 CHF | 4.31 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 86'792 CHF | 43'515 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 4.23 CHF | 4.25 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 84'834 CHF | 42'536 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 4.16 CHF | 4.17 CHF | 20'000 | 10'000 | 20'000 | 9'740 | 84'073 CHF | 41'084 CHF | 99.06% | 99.06% |