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 | 5.10% | 14.46 CHF | 14.96 CHF | 10'000 | 5'000 | 10'000 | 1'869 | 168'168 CHF | 30'989 CHF | 99.64% | 99.64% |
19.11.2024 | 3.64% | 16.41 CHF | 16.71 CHF | 10'000 | 5'000 | 10'000 | 1'869 | 145'643 CHF | 29'035 CHF | 99.66% | 99.66% |
18.11.2024 | 3.80% | 14.87 CHF | 15.17 CHF | 10'000 | 5'000 | 10'000 | 1'870 | 138'564 CHF | 27'067 CHF | 99.57% | 99.57% |
15.11.2024 | 3.43% | 12.52 CHF | 12.82 CHF | 10'000 | 5'000 | 10'000 | 1'869 | 151'791 CHF | 28'020 CHF | 99.66% | 99.66% |
14.11.2024 | 4.43% | 16.51 CHF | 17.01 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 194'772 CHF | 21'659 CHF | 99.66% | 99.66% |
13.11.2024 | 3.88% | 20.58 CHF | 21.08 CHF | 10'000 | 3'000 | 10'000 | 1'132 | 222'752 CHF | 25'256 CHF | 97.60% | 97.60% |
12.11.2024 | 4.07% | 21.44 CHF | 21.94 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 215'335 CHF | 25'270 CHF | 99.66% | 99.66% |
11.11.2024 | 4.31% | 21.36 CHF | 21.86 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 203'277 CHF | 24'115 CHF | 99.66% | 99.66% |
08.11.2024 | 4.03% | 20.20 CHF | 20.70 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 215'352 CHF | 24'436 CHF | 99.66% | 99.66% |
07.11.2024 | 4.45% | 21.11 CHF | 21.61 CHF | 10'000 | 5'000 | 10'000 | 1'869 | 196'518 CHF | 38'708 CHF | 99.65% | 99.65% |