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 | 5.84% | 4.23 CHF | 4.38 CHF | 50'000 | 50'000 | 26'514 | 18'686 | 116'441 CHF | 85'490 CHF | 99.62% | 99.62% |
19.11.2024 | 6.01% | 4.33 CHF | 4.48 CHF | 50'000 | 50'000 | 26'515 | 18'687 | 114'546 CHF | 84'792 CHF | 99.64% | 99.64% |
18.11.2024 | 4.14% | 4.60 CHF | 4.70 CHF | 50'000 | 50'000 | 26'530 | 18'707 | 114'610 CHF | 84'658 CHF | 99.43% | 99.43% |
15.11.2024 | 6.08% | 4.06 CHF | 4.21 CHF | 50'000 | 50'000 | 26'515 | 18'687 | 111'843 CHF | 82'357 CHF | 99.64% | 99.64% |
14.11.2024 | 5.56% | 4.58 CHF | 4.73 CHF | 50'000 | 50'000 | 26'508 | 18'677 | 123'807 CHF | 91'169 CHF | 99.60% | 99.60% |
13.11.2024 | 5.15% | 4.91 CHF | 5.06 CHF | 50'000 | 50'000 | 20'290 | 18'872 | 102'250 CHF | 99'195 CHF | 97.57% | 97.57% |
12.11.2024 | 4.75% | 5.25 CHF | 5.40 CHF | 50'000 | 50'000 | 18'722 | 18'722 | 102'217 CHF | 106'199 CHF | 99.23% | 99.23% |
11.11.2024 | 4.57% | 5.70 CHF | 5.85 CHF | 50'000 | 50'000 | 18'687 | 18'687 | 106'181 CHF | 110'159 CHF | 99.63% | 99.63% |
08.11.2024 | 4.34% | 6.06 CHF | 6.21 CHF | 50'000 | 50'000 | 18'686 | 18'686 | 113'027 CHF | 117'004 CHF | 99.63% | 99.63% |
07.11.2024 | 4.68% | 5.88 CHF | 6.03 CHF | 50'000 | 50'000 | 18'687 | 18'687 | 107'206 CHF | 111'184 CHF | 99.63% | 99.63% |