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 | 3.33% | 12.59 CHF | 12.81 CHF | 10'000 | 7'500 | 10'000 | 3'513 | 124'665 CHF | 45'195 CHF | 99.62% | 99.62% |
19.11.2024 | 3.70% | 10.38 CHF | 10.57 CHF | 10'000 | 7'500 | 10'000 | 5'269 | 94'242 CHF | 51'664 CHF | 99.63% | 99.63% |
18.11.2024 | 3.82% | 9.36 CHF | 9.51 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 77'205 CHF | 47'072 CHF | 99.60% | 99.60% |
15.11.2024 | 3.85% | 7.63 CHF | 7.81 CHF | 10'000 | 7'500 | 10'000 | 5'268 | 85'074 CHF | 46'160 CHF | 99.64% | 99.64% |
14.11.2024 | 3.52% | 9.25 CHF | 9.42 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 89'485 CHF | 53'981 CHF | 99.61% | 99.61% |
13.11.2024 | 3.55% | 8.61 CHF | 8.77 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 80'346 CHF | 49'125 CHF | 97.56% | 97.56% |
12.11.2024 | 3.77% | 7.17 CHF | 7.30 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 68'543 CHF | 41'640 CHF | 99.63% | 99.63% |
11.11.2024 | 3.79% | 6.73 CHF | 6.86 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 62'473 CHF | 37'888 CHF | 99.63% | 99.63% |
08.11.2024 | 3.89% | 5.92 CHF | 6.05 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 61'363 CHF | 36'886 CHF | 99.63% | 99.63% |
07.11.2024 | 3.94% | 5.89 CHF | 6.00 CHF | 10'000 | 10'000 | 10'000 | 7'774 | 53'489 CHF | 43'347 CHF | 99.63% | 99.63% |