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 | 1.98% | 3.16 CHF | 3.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'126 CHF | 46'026 CHF | 99.46% | 99.46% |
19.11.2024 | 1.84% | 2.88 CHF | 2.94 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 48'647 CHF | 49'547 CHF | 100.00% | 100.00% |
18.11.2024 | 1.54% | 3.47 CHF | 3.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 58'258 CHF | 59'158 CHF | 99.30% | 99.30% |
15.11.2024 | 1.40% | 4.22 CHF | 4.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 63'829 CHF | 64'729 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 4.78 CHF | 4.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 71'849 CHF | 72'749 CHF | 100.00% | 100.00% |
13.11.2024 | 1.35% | 4.53 CHF | 4.59 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 66'316 CHF | 67'216 CHF | 100.00% | 100.00% |
12.11.2024 | 1.43% | 4.47 CHF | 4.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 62'682 CHF | 63'582 CHF | 99.81% | 99.81% |
11.11.2024 | 1.62% | 3.77 CHF | 3.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 55'159 CHF | 56'059 CHF | 99.77% | 99.77% |
08.11.2024 | 1.76% | 3.60 CHF | 3.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 50'597 CHF | 51'497 CHF | 99.16% | 99.16% |
07.11.2024 | 2.06% | 2.87 CHF | 2.93 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 43'290 CHF | 44'190 CHF | 99.96% | 99.96% |