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 | 0.73% | 2.99 CHF | 3.01 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 61'261 CHF | 30'855 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 2.98 CHF | 3.01 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 58'706 CHF | 29'574 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 2.97 CHF | 2.99 CHF | 20'000 | 10'000 | 20'000 | 8'897 | 59'888 CHF | 26'804 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 3.03 CHF | 3.05 CHF | 20'000 | 10'000 | 14'531 | 8'177 | 44'623 CHF | 25'254 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 3.00 CHF | 3.02 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 60'238 CHF | 30'340 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 3.08 CHF | 3.11 CHF | 20'000 | 10'000 | 20'000 | 9'937 | 59'863 CHF | 29'962 CHF | 98.88% | 98.88% |
12.11.2024 | 0.73% | 3.00 CHF | 3.02 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 60'899 CHF | 30'673 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 3.13 CHF | 3.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 63'488 CHF | 31'964 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 3.07 CHF | 3.10 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 61'618 CHF | 31'026 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 3.00 CHF | 3.03 CHF | 20'000 | 10'000 | 20'000 | 9'740 | 60'845 CHF | 29'872 CHF | 99.06% | 99.06% |