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 | 1.48% | 4.18 CHF | 4.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'412 CHF | 61'312 CHF | 99.45% | 99.45% |
19.11.2024 | 1.40% | 3.90 CHF | 3.96 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 63'884 CHF | 64'784 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 4.49 CHF | 4.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 73'574 CHF | 74'474 CHF | 99.28% | 99.28% |
15.11.2024 | 1.13% | 5.24 CHF | 5.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 79'163 CHF | 80'063 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 5.80 CHF | 5.86 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 87'207 CHF | 88'107 CHF | 100.00% | 100.00% |
13.11.2024 | 1.10% | 5.55 CHF | 5.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 81'556 CHF | 82'456 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 5.48 CHF | 5.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 77'909 CHF | 78'809 CHF | 99.82% | 99.82% |
11.11.2024 | 1.27% | 4.79 CHF | 4.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 70'341 CHF | 71'241 CHF | 99.77% | 99.77% |
08.11.2024 | 1.36% | 4.61 CHF | 4.67 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 65'661 CHF | 66'561 CHF | 99.10% | 99.10% |
07.11.2024 | 1.53% | 3.88 CHF | 3.94 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 58'394 CHF | 59'294 CHF | 99.96% | 99.96% |