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 | 1.71% | 15.96 CHF | 16.10 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 158'695 CHF | 93'626 CHF | 99.62% | 99.62% |
19.11.2024 | 1.83% | 14.38 CHF | 14.51 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 137'023 CHF | 81'224 CHF | 99.63% | 99.63% |
18.11.2024 | 1.88% | 13.64 CHF | 13.77 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 123'651 CHF | 73'523 CHF | 99.60% | 99.60% |
15.11.2024 | 1.87% | 12.32 CHF | 12.45 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 129'594 CHF | 76'008 CHF | 99.64% | 99.64% |
14.11.2024 | 1.80% | 13.50 CHF | 13.63 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 132'791 CHF | 78'583 CHF | 99.63% | 99.63% |
13.11.2024 | 1.81% | 12.99 CHF | 13.11 CHF | 10'000 | 10'000 | 10'000 | 7'827 | 125'198 CHF | 99'897 CHF | 97.56% | 97.56% |
12.11.2024 | 1.90% | 11.79 CHF | 11.91 CHF | 10'000 | 10'000 | 10'000 | 7'768 | 115'280 CHF | 91'414 CHF | 99.63% | 99.63% |
11.11.2024 | 1.92% | 11.41 CHF | 11.52 CHF | 10'000 | 10'000 | 10'000 | 7'768 | 109'754 CHF | 87'020 CHF | 99.63% | 99.63% |
08.11.2024 | 1.95% | 10.65 CHF | 10.76 CHF | 10'000 | 10'000 | 10'000 | 7'775 | 108'260 CHF | 85'732 CHF | 99.63% | 99.63% |
07.11.2024 | 1.98% | 10.58 CHF | 10.69 CHF | 20'000 | 20'000 | 12'144 | 9'918 | 123'148 CHF | 102'565 CHF | 99.64% | 99.64% |