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 | 0.34% | 3.48 CHF | 3.57 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 71'745 CHF | 35'995 CHF | 14.13% | 100.00% |
19.11.2024 | 0.35% | 3.48 CHF | 3.49 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'577 CHF | 34'408 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 3.46 CHF | 3.48 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 69'834 CHF | 35'035 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 3.53 CHF | 3.54 CHF | 20'000 | 10'000 | 14'531 | 8'177 | 51'859 CHF | 29'247 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 3.50 CHF | 3.51 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 70'218 CHF | 35'229 CHF | 99.44% | 99.44% |
13.11.2024 | 0.36% | 3.58 CHF | 3.60 CHF | 20'000 | 10'000 | 20'000 | 9'937 | 69'828 CHF | 34'815 CHF | 98.88% | 98.88% |
12.11.2024 | 0.33% | 3.50 CHF | 3.51 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 70'936 CHF | 35'586 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.64 CHF | 3.65 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 73'556 CHF | 36'896 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.57 CHF | 3.59 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 71'619 CHF | 35'928 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 3.50 CHF | 3.51 CHF | 20'000 | 10'000 | 20'000 | 9'740 | 70'873 CHF | 34'656 CHF | 99.06% | 99.06% |