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 | 1.46% | 3.95 CHF | 4.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 61'412 CHF | 62'312 CHF | 99.45% | 99.45% |
19.11.2024 | 1.55% | 4.20 CHF | 4.26 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 57'609 CHF | 58'509 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 3.64 CHF | 3.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'578 CHF | 49'478 CHF | 99.28% | 99.28% |
15.11.2024 | 2.06% | 2.93 CHF | 2.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'313 CHF | 44'213 CHF | 100.00% | 100.00% |
14.11.2024 | 2.51% | 2.36 CHF | 2.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'447 CHF | 36'347 CHF | 100.00% | 100.00% |
13.11.2024 | 2.21% | 2.58 CHF | 2.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 40'271 CHF | 41'171 CHF | 100.00% | 100.00% |
12.11.2024 | 2.04% | 2.64 CHF | 2.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'816 CHF | 44'716 CHF | 99.82% | 99.82% |
11.11.2024 | 1.75% | 3.32 CHF | 3.38 CHF | 15'000 | 15'000 | 15'000 | 14'999 | 51'110 CHF | 52'006 CHF | 99.76% | 99.76% |
08.11.2024 | 1.63% | 3.45 CHF | 3.51 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 54'929 CHF | 55'829 CHF | 99.16% | 99.16% |
07.11.2024 | 1.43% | 4.17 CHF | 4.23 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 62'573 CHF | 63'473 CHF | 99.96% | 99.96% |