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 | 1.25% | 4.62 CHF | 4.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 71'422 CHF | 72'322 CHF | 99.46% | 99.46% |
19.11.2024 | 1.33% | 4.86 CHF | 4.92 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 67'578 CHF | 68'478 CHF | 100.00% | 100.00% |
18.11.2024 | 1.53% | 4.30 CHF | 4.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 58'600 CHF | 59'500 CHF | 99.29% | 99.29% |
15.11.2024 | 1.67% | 3.59 CHF | 3.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 53'337 CHF | 54'237 CHF | 100.00% | 100.00% |
14.11.2024 | 1.96% | 3.03 CHF | 3.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'483 CHF | 46'383 CHF | 100.00% | 100.00% |
13.11.2024 | 1.78% | 3.25 CHF | 3.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 50'241 CHF | 51'141 CHF | 100.00% | 100.00% |
12.11.2024 | 1.66% | 3.30 CHF | 3.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 53'760 CHF | 54'660 CHF | 99.80% | 99.80% |
11.11.2024 | 1.46% | 3.98 CHF | 4.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 61'024 CHF | 61'924 CHF | 99.77% | 99.77% |
08.11.2024 | 1.38% | 4.11 CHF | 4.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 64'753 CHF | 65'653 CHF | 99.16% | 99.16% |
07.11.2024 | 1.24% | 4.82 CHF | 4.88 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 72'423 CHF | 73'323 CHF | 99.96% | 99.96% |