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 | 4.11% | 11.73 CHF | 11.98 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 115'861 CHF | 35'930 CHF | 99.63% | 99.63% |
19.11.2024 | 4.65% | 9.28 CHF | 9.49 CHF | 10'000 | 7'500 | 10'000 | 3'513 | 82'249 CHF | 30'742 CHF | 99.63% | 99.63% |
18.11.2024 | 4.82% | 8.17 CHF | 8.33 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 64'419 CHF | 39'777 CHF | 99.60% | 99.60% |
15.11.2024 | 4.88% | 6.33 CHF | 6.53 CHF | 10'000 | 7'500 | 10'000 | 5'268 | 72'931 CHF | 39'889 CHF | 99.64% | 99.64% |
14.11.2024 | 4.35% | 8.11 CHF | 8.30 CHF | 10'000 | 7'500 | 10'000 | 5'268 | 77'811 CHF | 42'947 CHF | 99.62% | 99.62% |
13.11.2024 | 4.39% | 7.43 CHF | 7.60 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 68'252 CHF | 42'127 CHF | 97.57% | 97.57% |
12.11.2024 | 4.70% | 5.93 CHF | 6.07 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 56'140 CHF | 34'488 CHF | 99.64% | 99.64% |
11.11.2024 | 4.72% | 5.50 CHF | 5.62 CHF | 10'000 | 10'000 | 17'082 | 5'801 | 84'843 CHF | 30'720 CHF | 99.63% | 99.63% |
08.11.2024 | 4.87% | 4.70 CHF | 4.83 CHF | 20'000 | 10'000 | 16'925 | 5'811 | 82'704 CHF | 29'796 CHF | 99.63% | 99.63% |
07.11.2024 | 4.93% | 4.68 CHF | 4.79 CHF | 20'000 | 10'000 | 20'000 | 7'774 | 83'048 CHF | 33'999 CHF | 99.64% | 99.64% |