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 | 0.68% | 4.82 CHF | 4.83 CHF | 20'000 | 10'000 | 16'342 | 5'802 | 80'794 CHF | 28'904 CHF | 99.60% | 99.60% |
19.11.2024 | 0.74% | 4.64 CHF | 4.65 CHF | 20'000 | 10'000 | 20'000 | 5'807 | 91'893 CHF | 26'764 CHF | 99.00% | 99.00% |
18.11.2024 | 0.66% | 4.82 CHF | 4.83 CHF | 20'000 | 10'000 | 12'062 | 5'805 | 60'968 CHF | 29'502 CHF | 99.45% | 99.45% |
15.11.2024 | 0.65% | 5.08 CHF | 5.09 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 52'541 CHF | 30'490 CHF | 99.59% | 99.59% |
14.11.2024 | 0.52% | 5.84 CHF | 5.85 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 63'919 CHF | 36'608 CHF | 99.60% | 99.60% |
13.11.2024 | 0.53% | 6.84 CHF | 6.85 CHF | 10'000 | 10'000 | 10'000 | 5'872 | 64'460 CHF | 38'357 CHF | 97.52% | 97.52% |
12.11.2024 | 0.54% | 6.75 CHF | 6.76 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 63'496 CHF | 37'739 CHF | 94.76% | 94.76% |
11.11.2024 | 0.68% | 6.29 CHF | 6.30 CHF | 10'000 | 10'000 | 14'183 | 5'804 | 72'379 CHF | 31'504 CHF | 99.52% | 99.52% |
08.11.2024 | 0.93% | 4.22 CHF | 4.23 CHF | 20'000 | 10'000 | 20'000 | 5'811 | 74'010 CHF | 21'949 CHF | 99.63% | 99.63% |
07.11.2024 | 1.00% | 3.75 CHF | 3.76 CHF | 20'000 | 10'000 | 20'000 | 5'810 | 69'012 CHF | 20'497 CHF | 99.60% | 99.60% |