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 | 0.85% | 3.95 CHF | 3.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 101'048 CHF | 101'914 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 3.99 CHF | 4.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 99'009 CHF | 99'882 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 4.08 CHF | 4.12 CHF | 20'000 | 20'000 | 20'000 | 17'778 | 82'760 CHF | 74'053 CHF | 93.88% | 93.88% |
15.11.2024 | 0.86% | 4.25 CHF | 4.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'362 CHF | 106'269 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 3.96 CHF | 4.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 99'905 CHF | 100'760 CHF | 99.22% | 99.22% |
13.11.2024 | 0.92% | 3.91 CHF | 3.95 CHF | 25'000 | 25'000 | 24'890 | 24'774 | 97'403 CHF | 97'846 CHF | 99.36% | 99.36% |
12.11.2024 | 0.84% | 3.93 CHF | 3.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 83'228 CHF | 83'930 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 4.33 CHF | 4.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 86'326 CHF | 87'018 CHF | 100.00% | 100.00% |
08.11.2024 | 1.09% | 4.14 CHF | 4.18 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 51'136 CHF | 51'699 CHF | 86.95% | 86.95% |
07.11.2024 | 0.91% | 3.98 CHF | 4.01 CHF | 25'000 | 25'000 | 24'739 | 24'218 | 96'929 CHF | 95'855 CHF | 98.73% | 98.73% |