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 | 1.04% | 5.60 CHF | 5.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 86'143 CHF | 87'043 CHF | 99.47% | 99.47% |
19.11.2024 | 1.09% | 5.84 CHF | 5.90 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 82'257 CHF | 83'157 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 5.29 CHF | 5.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 73'345 CHF | 74'245 CHF | 99.30% | 99.30% |
15.11.2024 | 1.31% | 4.58 CHF | 4.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 68'097 CHF | 68'997 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 4.01 CHF | 4.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'252 CHF | 61'152 CHF | 100.00% | 100.00% |
13.11.2024 | 1.38% | 4.23 CHF | 4.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 64'899 CHF | 65'799 CHF | 100.00% | 100.00% |
12.11.2024 | 1.31% | 4.28 CHF | 4.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 68'404 CHF | 69'304 CHF | 99.83% | 99.83% |
11.11.2024 | 1.18% | 4.95 CHF | 5.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 75'615 CHF | 76'515 CHF | 99.78% | 99.78% |
08.11.2024 | 1.13% | 5.07 CHF | 5.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 79'222 CHF | 80'122 CHF | 99.17% | 99.17% |
07.11.2024 | 1.03% | 5.79 CHF | 5.85 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 86'936 CHF | 87'836 CHF | 99.96% | 99.96% |