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 | 0.26% | 4.63 CHF | 4.64 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 88'674 CHF | 4'445 CHF | 99.35% | 99.35% |
19.11.2024 | 0.26% | 4.43 CHF | 4.45 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 88'103 CHF | 4'416 CHF | 99.40% | 99.40% |
18.11.2024 | 0.25% | 4.47 CHF | 4.48 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 90'571 CHF | 4'540 CHF | 98.32% | 98.32% |
15.11.2024 | 0.25% | 4.74 CHF | 4.75 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 94'427 CHF | 4'733 CHF | 87.37% | 87.37% |
14.11.2024 | 0.23% | 4.95 CHF | 4.97 CHF | 20'000 | 1'000 | 18'620 | 1'000 | 91'872 CHF | 4'951 CHF | 99.40% | 99.40% |
13.11.2024 | 0.25% | 4.79 CHF | 4.81 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 92'998 CHF | 4'661 CHF | 94.25% | 94.25% |
12.11.2024 | 0.24% | 4.80 CHF | 4.81 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 94'097 CHF | 4'716 CHF | 96.05% | 96.05% |
11.11.2024 | 0.27% | 4.53 CHF | 4.54 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 85'916 CHF | 4'307 CHF | 96.80% | 96.80% |
08.11.2024 | 0.29% | 4.24 CHF | 4.25 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 79'373 CHF | 3'980 CHF | 87.57% | 87.57% |
07.11.2024 | 0.30% | 3.59 CHF | 3.61 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 75'250 CHF | 3'774 CHF | 82.24% | 82.24% |