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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.64% | 5.33 CHF | 5.34 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 53'109 CHF | 31'080 CHF | 99.05% | 99.05% |
20.11.2024 | 0.80% | 4.06 CHF | 4.07 CHF | 20'000 | 10'000 | 20'000 | 5'803 | 84'222 CHF | 24'525 CHF | 99.57% | 99.57% |
19.11.2024 | 0.88% | 3.88 CHF | 3.89 CHF | 20'000 | 10'000 | 20'000 | 5'808 | 76'823 CHF | 22'394 CHF | 98.96% | 98.96% |
18.11.2024 | 0.78% | 4.06 CHF | 4.07 CHF | 20'000 | 10'000 | 20'000 | 5'802 | 86'744 CHF | 25'097 CHF | 99.60% | 99.60% |
15.11.2024 | 0.75% | 4.33 CHF | 4.34 CHF | 20'000 | 10'000 | 20'000 | 5'803 | 89'936 CHF | 26'101 CHF | 99.55% | 99.55% |
14.11.2024 | 0.59% | 5.09 CHF | 5.10 CHF | 10'000 | 10'000 | 10'768 | 5'803 | 60'128 CHF | 32'223 CHF | 99.57% | 99.57% |
13.11.2024 | 0.60% | 6.09 CHF | 6.10 CHF | 10'000 | 10'000 | 10'000 | 5'873 | 56'943 CHF | 33'949 CHF | 97.47% | 97.47% |
12.11.2024 | 0.61% | 6.00 CHF | 6.01 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 55'985 CHF | 33'321 CHF | 95.04% | 95.04% |
11.11.2024 | 0.80% | 5.54 CHF | 5.55 CHF | 10'000 | 10'000 | 18'146 | 5'802 | 79'253 CHF | 27'149 CHF | 99.53% | 99.53% |
08.11.2024 | 1.17% | 3.47 CHF | 3.48 CHF | 20'000 | 10'000 | 20'000 | 5'812 | 59'166 CHF | 17'637 CHF | 99.59% | 99.59% |