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 | 1.60% | 3.89 CHF | 3.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 56'018 CHF | 56'918 CHF | 99.45% | 99.45% |
19.11.2024 | 1.51% | 3.61 CHF | 3.67 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 59'511 CHF | 60'411 CHF | 100.00% | 100.00% |
18.11.2024 | 1.29% | 4.20 CHF | 4.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 69'177 CHF | 70'077 CHF | 99.29% | 99.29% |
15.11.2024 | 1.20% | 4.95 CHF | 5.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 74'762 CHF | 75'662 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 5.51 CHF | 5.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 82'796 CHF | 83'696 CHF | 100.00% | 100.00% |
13.11.2024 | 1.16% | 5.26 CHF | 5.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 77'181 CHF | 78'081 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 5.19 CHF | 5.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 73'537 CHF | 74'437 CHF | 99.79% | 99.79% |
11.11.2024 | 1.36% | 4.50 CHF | 4.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 65'979 CHF | 66'879 CHF | 99.77% | 99.77% |
08.11.2024 | 1.46% | 4.32 CHF | 4.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 61'335 CHF | 62'235 CHF | 99.16% | 99.16% |
07.11.2024 | 1.65% | 3.59 CHF | 3.65 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 54'064 CHF | 54'964 CHF | 100.00% | 100.00% |