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 | 1.50% | 4.06 CHF | 4.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 81'992 CHF | 83'235 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 4.10 CHF | 4.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 80'601 CHF | 81'859 CHF | 84.85% | 84.85% |
18.11.2024 | 1.56% | 4.12 CHF | 4.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 81'696 CHF | 82'985 CHF | 100.00% | 100.00% |
15.11.2024 | 1.59% | 4.21 CHF | 4.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 85'202 CHF | 86'567 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 4.54 CHF | 4.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 88'229 CHF | 89'536 CHF | 99.44% | 99.44% |
13.11.2024 | 1.56% | 4.31 CHF | 4.38 CHF | 20'000 | 20'000 | 20'000 | 19'822 | 86'100 CHF | 86'675 CHF | 98.88% | 98.88% |
12.11.2024 | 1.54% | 4.43 CHF | 4.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 89'974 CHF | 91'374 CHF | 100.00% | 100.00% |
11.11.2024 | 1.48% | 4.63 CHF | 4.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 93'025 CHF | 94'411 CHF | 100.00% | 100.00% |
08.11.2024 | 1.50% | 4.59 CHF | 4.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 92'527 CHF | 93'923 CHF | 99.51% | 99.51% |
07.11.2024 | 1.53% | 4.58 CHF | 4.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 94'152 CHF | 95'598 CHF | 78.59% | 78.59% |