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 | 0.85% | 5.05 CHF | 5.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 97'025 CHF | 97'857 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 5.61 CHF | 5.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 114'198 CHF | 115'028 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 5.50 CHF | 5.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 112'074 CHF | 112'900 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 5.54 CHF | 5.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 108'510 CHF | 109'301 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 5.31 CHF | 5.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 105'400 CHF | 106'167 CHF | 99.52% | 99.52% |
13.11.2024 | 0.77% | 5.15 CHF | 5.19 CHF | 20'000 | 20'000 | 19'777 | 19'747 | 100'808 CHF | 101'427 CHF | 99.32% | 99.32% |
12.11.2024 | 0.69% | 5.13 CHF | 5.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 96'471 CHF | 97'137 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 4.55 CHF | 4.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 90'797 CHF | 91'543 CHF | 100.00% | 100.00% |