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 | 0.32% | 3.30 CHF | 3.39 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'124 CHF | 34'173 CHF | 14.13% | 100.00% |
19.11.2024 | 0.37% | 3.30 CHF | 3.31 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 64'939 CHF | 32'588 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 3.28 CHF | 3.29 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 66'198 CHF | 33'217 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 3.35 CHF | 3.36 CHF | 20'000 | 10'000 | 14'531 | 8'177 | 49'227 CHF | 27'768 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 3.32 CHF | 3.33 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 66'569 CHF | 33'409 CHF | 99.44% | 99.44% |
13.11.2024 | 0.37% | 3.40 CHF | 3.41 CHF | 20'000 | 10'000 | 20'000 | 9'937 | 66'185 CHF | 33'002 CHF | 98.88% | 98.88% |
12.11.2024 | 0.39% | 3.32 CHF | 3.33 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 67'291 CHF | 33'776 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.45 CHF | 3.47 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 69'923 CHF | 35'078 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 3.39 CHF | 3.40 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 67'997 CHF | 34'117 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 3.32 CHF | 3.33 CHF | 20'000 | 10'000 | 20'000 | 9'740 | 67'231 CHF | 32'886 CHF | 99.06% | 99.06% |