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 | 1.00% | 11.79 CHF | 11.91 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 123'657 CHF | 62'447 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 10.10 CHF | 10.22 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 98'121 CHF | 49'678 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 10.45 CHF | 10.57 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 101'334 CHF | 51'290 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 10.34 CHF | 10.47 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 107'368 CHF | 54'334 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 11.15 CHF | 11.29 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 112'808 CHF | 57'118 CHF | 99.52% | 99.52% |
13.11.2024 | 1.18% | 11.75 CHF | 11.89 CHF | 10'000 | 5'000 | 10'000 | 4'944 | 119'316 CHF | 59'688 CHF | 99.32% | 99.32% |
12.11.2024 | 1.31% | 11.95 CHF | 12.12 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 135'275 CHF | 68'529 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 14.95 CHF | 15.10 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 149'847 CHF | 75'717 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 13.58 CHF | 13.74 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 131'806 CHF | 66'703 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 13.45 CHF | 13.59 CHF | 10'000 | 5'000 | 10'000 | 4'870 | 135'182 CHF | 66'658 CHF | 99.13% | 99.13% |