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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 1.85% | 10.20 CHF | 10.40 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 107'148 CHF | 32'745 CHF | 99.51% | 99.51% |
22.11.2024 | 1.70% | 11.32 CHF | 11.52 CHF | 10'000 | 2'000 | 10'000 | 2'000 | 116'490 CHF | 23'698 CHF | 99.46% | 99.46% |
20.11.2024 | 1.92% | 10.78 CHF | 10.98 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 103'560 CHF | 31'668 CHF | 99.54% | 99.54% |
19.11.2024 | 1.44% | 10.18 CHF | 10.32 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 103'098 CHF | 31'378 CHF | 99.51% | 99.51% |
18.11.2024 | 1.63% | 9.02 CHF | 9.17 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 91'342 CHF | 27'852 CHF | 99.48% | 99.48% |
15.11.2024 | 2.26% | 8.76 CHF | 8.96 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 87'366 CHF | 26'810 CHF | 90.74% | 90.74% |
14.11.2024 | 1.94% | 9.41 CHF | 9.61 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 102'326 CHF | 31'298 CHF | 99.16% | 99.16% |
13.11.2024 | 1.85% | 11.70 CHF | 11.90 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 107'320 CHF | 32'796 CHF | 97.40% | 97.40% |
12.11.2024 | 1.65% | 9.73 CHF | 9.88 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 90'019 CHF | 27'456 CHF | 99.51% | 99.51% |
11.11.2024 | 2.23% | 8.54 CHF | 8.74 CHF | 10'000 | 3'000 | 10'000 | 3'000 | 88'898 CHF | 27'269 CHF | 99.51% | 99.51% |