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 | 1.66% | 5.51 CHF | 5.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'120 CHF | 58'074 CHF | 100.00% | 100.00% |
19.11.2024 | 1.72% | 5.16 CHF | 5.26 CHF | 10'000 | 10'000 | 10'305 | 10'000 | 55'272 CHF | 54'696 CHF | 93.14% | 93.14% |
18.11.2024 | 1.58% | 5.01 CHF | 5.08 CHF | 10'000 | 10'000 | 19'205 | 10'000 | 88'651 CHF | 47'069 CHF | 100.00% | 100.00% |
15.11.2024 | 1.75% | 3.93 CHF | 4.00 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 76'016 CHF | 77'356 CHF | 100.00% | 100.00% |
14.11.2024 | 1.96% | 3.68 CHF | 3.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'786 CHF | 66'047 CHF | 99.57% | 99.57% |
13.11.2024 | 1.78% | 3.59 CHF | 3.66 CHF | 20'000 | 20'000 | 20'000 | 19'747 | 70'859 CHF | 71'196 CHF | 99.31% | 99.31% |
12.11.2024 | 2.06% | 3.30 CHF | 3.37 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'956 CHF | 38'766 CHF | 100.00% | 100.00% |
11.11.2024 | 1.37% | 4.38 CHF | 4.43 CHF | 20'000 | 20'000 | 16'502 | 16'502 | 74'872 CHF | 75'859 CHF | 100.00% | 100.00% |
08.11.2024 | 2.09% | 3.15 CHF | 3.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'004 CHF | 64'333 CHF | 100.00% | 100.00% |
07.11.2024 | 1.25% | 3.63 CHF | 3.66 CHF | 25'000 | 25'000 | 18'707 | 18'707 | 68'558 CHF | 69'343 CHF | 88.62% | 88.62% |