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 | 1.34% | 3.74 CHF | 3.79 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'980 CHF | 37'480 CHF | 99.97% | 99.97% |
19.11.2024 | 1.30% | 3.85 CHF | 3.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 38'257 CHF | 38'757 CHF | 97.39% | 97.39% |
18.11.2024 | 1.38% | 3.67 CHF | 3.72 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'099 CHF | 36'599 CHF | 99.92% | 99.92% |
15.11.2024 | 1.47% | 3.37 CHF | 3.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 33'724 CHF | 34'224 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 3.29 CHF | 3.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'652 CHF | 33'152 CHF | 99.61% | 99.61% |
13.11.2024 | 1.42% | 3.35 CHF | 3.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'872 CHF | 35'372 CHF | 89.76% | 89.76% |
12.11.2024 | 1.47% | 3.49 CHF | 3.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 33'783 CHF | 34'283 CHF | 99.83% | 99.83% |
11.11.2024 | 1.54% | 3.27 CHF | 3.32 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'240 CHF | 32'740 CHF | 99.84% | 99.84% |
08.11.2024 | 1.49% | 3.24 CHF | 3.29 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 33'216 CHF | 33'716 CHF | 99.83% | 99.83% |
07.11.2024 | 1.57% | 3.20 CHF | 3.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'614 CHF | 32'114 CHF | 99.90% | 99.90% |