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 | 0.20% | 5.07 CHF | 5.08 CHF | 10'000 | 7'500 | 16'212 | 7'500 | 80'616 CHF | 37'448 CHF | 99.99% | 99.99% |
19.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 20'000 | 10'000 | 19'099 | 10'000 | 93'872 CHF | 49'296 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 4.82 CHF | 4.83 CHF | 20'000 | 7'500 | 12'882 | 7'500 | 64'017 CHF | 37'538 CHF | 99.77% | 99.77% |
15.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 20'000 | 7'500 | 11'690 | 7'500 | 58'946 CHF | 38'013 CHF | 99.99% | 99.99% |
14.11.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 52'520 CHF | 39'465 CHF | 95.92% | 95.92% |
13.11.2024 | 0.17% | 5.66 CHF | 5.67 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 57'343 CHF | 43'082 CHF | 97.72% | 97.72% |
12.11.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 54'470 CHF | 40'927 CHF | 98.70% | 98.70% |
11.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 51'406 CHF | 38'630 CHF | 95.92% | 95.92% |
08.11.2024 | 0.20% | 5.21 CHF | 5.22 CHF | 10'000 | 10'000 | 10'404 | 10'000 | 52'566 CHF | 50'657 CHF | 84.64% | 84.64% |
07.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 96'873 CHF | 36'402 CHF | 99.99% | 99.99% |