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 | 0.31% | 3.60 CHF | 3.61 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 74'700 CHF | 3'746 CHF | 99.63% | 99.63% |
19.11.2024 | 0.29% | 3.87 CHF | 3.89 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 77'039 CHF | 3'863 CHF | 99.64% | 99.64% |
18.11.2024 | 0.34% | 3.65 CHF | 3.66 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 69'347 CHF | 3'479 CHF | 98.83% | 98.83% |
15.11.2024 | 0.32% | 3.60 CHF | 3.62 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 76'264 CHF | 3'825 CHF | 96.19% | 96.19% |
14.11.2024 | 0.30% | 3.97 CHF | 3.98 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 76'944 CHF | 3'859 CHF | 99.64% | 99.64% |
13.11.2024 | 0.29% | 3.70 CHF | 3.72 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 81'450 CHF | 4'084 CHF | 97.29% | 97.29% |
12.11.2024 | 0.28% | 3.91 CHF | 3.93 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 80'771 CHF | 4'050 CHF | 99.56% | 99.56% |
11.11.2024 | 0.26% | 4.26 CHF | 4.27 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 91'028 CHF | 4'563 CHF | 99.63% | 99.63% |
08.11.2024 | 0.24% | 4.95 CHF | 4.96 CHF | 20'000 | 1'000 | 12'436 | 1'000 | 62'783 CHF | 5'093 CHF | 99.37% | 99.37% |
07.11.2024 | 0.25% | 4.86 CHF | 4.88 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 89'838 CHF | 4'503 CHF | 99.06% | 99.06% |