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 | 0.75% | 3.03 CHF | 3.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'816 CHF | 66'314 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 3.01 CHF | 3.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 57'252 CHF | 57'764 CHF | 92.96% | 92.96% |
18.11.2024 | 0.89% | 3.17 CHF | 3.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'155 CHF | 63'723 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 3.63 CHF | 3.66 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 73'002 CHF | 36'806 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 3.79 CHF | 3.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 74'527 CHF | 75'088 CHF | 99.22% | 99.22% |
13.11.2024 | 0.81% | 3.43 CHF | 3.46 CHF | 20'000 | 20'000 | 20'000 | 19'750 | 66'615 CHF | 66'310 CHF | 99.36% | 99.36% |
12.11.2024 | 0.86% | 3.25 CHF | 3.29 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'414 CHF | 38'033 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 4.23 CHF | 4.26 CHF | 20'000 | 10'000 | 19'240 | 9'747 | 80'106 CHF | 40'873 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 3.70 CHF | 3.73 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 74'152 CHF | 37'386 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 3.87 CHF | 3.90 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 77'552 CHF | 39'087 CHF | 90.22% | 90.22% |