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 | 2.60% | 4.78 CHF | 4.90 CHF | 20'000 | 5'000 | 19'368 | 5'000 | 91'861 CHF | 24'384 CHF | 100.00% | 100.00% |
19.11.2024 | 2.52% | 5.08 CHF | 5.22 CHF | 10'000 | 5'000 | 10'147 | 5'000 | 54'948 CHF | 27'799 CHF | 84.94% | 84.94% |
18.11.2024 | 2.35% | 5.43 CHF | 5.56 CHF | 10'000 | 5'000 | 11'207 | 5'000 | 59'919 CHF | 27'746 CHF | 99.54% | 99.54% |
15.11.2024 | 1.74% | 5.33 CHF | 5.41 CHF | 10'000 | 10'000 | 18'821 | 10'000 | 82'737 CHF | 45'193 CHF | 77.20% | 77.20% |
14.11.2024 | 2.35% | 3.23 CHF | 3.31 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 65'662 CHF | 33'612 CHF | 99.44% | 99.44% |
13.11.2024 | 2.24% | 3.27 CHF | 3.34 CHF | 20'000 | 10'000 | 20'000 | 9'937 | 69'308 CHF | 35'216 CHF | 98.88% | 98.88% |
12.11.2024 | 2.59% | 3.11 CHF | 3.20 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 64'467 CHF | 33'077 CHF | 88.40% | 88.40% |
11.11.2024 | 2.66% | 3.42 CHF | 3.51 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 66'720 CHF | 34'260 CHF | 98.45% | 98.45% |
08.11.2024 | 2.38% | 3.66 CHF | 3.75 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 76'092 CHF | 38'963 CHF | 100.00% | 100.00% |
07.11.2024 | 2.91% | 3.74 CHF | 3.85 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 74'368 CHF | 28'710 CHF | 39.69% | 39.69% |