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 | 2.51% | 3.55 CHF | 3.64 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 73'701 CHF | 37'788 CHF | 99.38% | 99.38% |
19.11.2024 | 2.76% | 3.79 CHF | 3.89 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 72'470 CHF | 37'250 CHF | 83.38% | 83.38% |
18.11.2024 | 2.50% | 4.05 CHF | 4.15 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 81'152 CHF | 41'604 CHF | 100.00% | 100.00% |
15.11.2024 | 2.37% | 4.10 CHF | 4.20 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 83'484 CHF | 42'741 CHF | 99.99% | 99.99% |
14.11.2024 | 2.47% | 3.99 CHF | 4.09 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 77'239 CHF | 39'585 CHF | 99.52% | 99.52% |
13.11.2024 | 2.72% | 3.89 CHF | 4.00 CHF | 20'000 | 10'000 | 20'000 | 9'915 | 78'620 CHF | 40'043 CHF | 99.32% | 99.32% |
12.11.2024 | 3.00% | 4.03 CHF | 4.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 84'363 CHF | 43'465 CHF | 100.00% | 100.00% |
11.11.2024 | 2.42% | 5.24 CHF | 5.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 53'070 CHF | 54'370 CHF | 100.00% | 100.00% |
08.11.2024 | 2.72% | 5.02 CHF | 5.16 CHF | 10'000 | 7'500 | 10'045 | 7'500 | 52'398 CHF | 40'208 CHF | 100.00% | 100.00% |
07.11.2024 | 2.28% | 5.90 CHF | 6.04 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 60'056 CHF | 46'078 CHF | 91.77% | 91.77% |