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 | 1.49% | 3.86 CHF | 3.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'008 CHF | 60'908 CHF | 99.47% | 99.47% |
19.11.2024 | 1.59% | 4.10 CHF | 4.16 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 56'204 CHF | 57'104 CHF | 100.00% | 100.00% |
18.11.2024 | 1.90% | 3.54 CHF | 3.60 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'173 CHF | 48'073 CHF | 99.30% | 99.30% |
15.11.2024 | 2.13% | 2.83 CHF | 2.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'905 CHF | 42'805 CHF | 100.00% | 100.00% |
14.11.2024 | 2.61% | 2.27 CHF | 2.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'036 CHF | 34'936 CHF | 100.00% | 100.00% |
13.11.2024 | 2.29% | 2.49 CHF | 2.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 38'877 CHF | 39'777 CHF | 100.00% | 100.00% |
12.11.2024 | 2.10% | 2.54 CHF | 2.60 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 42'418 CHF | 43'318 CHF | 99.82% | 99.82% |
11.11.2024 | 1.80% | 3.22 CHF | 3.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 49'707 CHF | 50'607 CHF | 99.78% | 99.78% |
08.11.2024 | 1.67% | 3.36 CHF | 3.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 53'545 CHF | 54'445 CHF | 99.11% | 99.11% |
07.11.2024 | 1.46% | 4.08 CHF | 4.14 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 61'181 CHF | 62'081 CHF | 99.96% | 99.96% |