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 | 1.00% | 3.92 CHF | 3.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 82'198 CHF | 83'022 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 3.36 CHF | 3.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'229 CHF | 66'044 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 3.47 CHF | 3.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 67'362 CHF | 68'188 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 3.44 CHF | 3.48 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 71'379 CHF | 72'244 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 3.71 CHF | 3.75 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 74'984 CHF | 37'969 CHF | 99.52% | 99.52% |
13.11.2024 | 1.18% | 3.91 CHF | 3.95 CHF | 20'000 | 10'000 | 20'000 | 9'970 | 79'315 CHF | 40'009 CHF | 99.32% | 99.32% |
12.11.2024 | 1.30% | 3.97 CHF | 4.03 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 89'926 CHF | 45'552 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 4.97 CHF | 5.02 CHF | 20'000 | 10'000 | 16'185 | 10'000 | 80'373 CHF | 50'333 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 4.52 CHF | 4.57 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 87'615 CHF | 44'342 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 4.47 CHF | 4.52 CHF | 20'000 | 10'000 | 20'000 | 9'870 | 89'863 CHF | 44'865 CHF | 99.13% | 99.13% |