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 | 0.91% | 3.51 CHF | 3.52 CHF | 20'000 | 7'500 | 20'000 | 5'270 | 66'098 CHF | 17'713 CHF | 99.26% | 99.26% |
19.11.2024 | 0.91% | 3.32 CHF | 3.33 CHF | 20'000 | 7'500 | 20'000 | 5'277 | 65'570 CHF | 17'470 CHF | 99.32% | 99.32% |
18.11.2024 | 0.85% | 3.34 CHF | 3.36 CHF | 20'000 | 10'000 | 20'000 | 5'813 | 67'878 CHF | 19'893 CHF | 98.26% | 98.26% |
15.11.2024 | 0.79% | 3.60 CHF | 3.62 CHF | 20'000 | 10'000 | 20'000 | 5'922 | 71'643 CHF | 21'336 CHF | 86.80% | 86.80% |
14.11.2024 | 0.76% | 3.82 CHF | 3.84 CHF | 20'000 | 10'000 | 20'000 | 5'807 | 75'997 CHF | 22'290 CHF | 99.28% | 99.28% |
13.11.2024 | 0.81% | 3.67 CHF | 3.68 CHF | 20'000 | 10'000 | 20'000 | 5'902 | 70'404 CHF | 21'050 CHF | 95.89% | 95.89% |
12.11.2024 | 0.83% | 3.68 CHF | 3.69 CHF | 20'000 | 7'500 | 20'000 | 5'285 | 71'538 CHF | 19'119 CHF | 95.92% | 95.92% |
11.11.2024 | 0.93% | 3.41 CHF | 3.43 CHF | 20'000 | 7'500 | 20'000 | 5'300 | 63'427 CHF | 17'080 CHF | 96.72% | 96.72% |
08.11.2024 | 1.05% | 3.14 CHF | 3.15 CHF | 20'000 | 7'500 | 20'000 | 5'610 | 57'209 CHF | 16'325 CHF | 87.53% | 87.53% |
07.11.2024 | 1.18% | 2.49 CHF | 2.50 CHF | 30'000 | 7'500 | 20'829 | 5'139 | 54'923 CHF | 13'636 CHF | 82.18% | 82.18% |