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 | 0.81% | 3.91 CHF | 3.93 CHF | 20'000 | 7'500 | 20'000 | 5'269 | 74'159 CHF | 19'832 CHF | 99.34% | 99.34% |
19.11.2024 | 0.81% | 3.72 CHF | 3.73 CHF | 20'000 | 7'500 | 20'000 | 5'276 | 73'614 CHF | 19'588 CHF | 99.40% | 99.40% |
18.11.2024 | 0.76% | 3.75 CHF | 3.76 CHF | 20'000 | 10'000 | 20'000 | 5'812 | 75'967 CHF | 22'240 CHF | 98.34% | 98.34% |
15.11.2024 | 0.71% | 4.01 CHF | 4.03 CHF | 20'000 | 10'000 | 20'000 | 5'916 | 79'765 CHF | 23'718 CHF | 87.32% | 87.32% |
14.11.2024 | 0.69% | 4.23 CHF | 4.24 CHF | 20'000 | 10'000 | 20'000 | 5'805 | 84'132 CHF | 24'646 CHF | 99.39% | 99.39% |
13.11.2024 | 0.72% | 4.07 CHF | 4.09 CHF | 20'000 | 10'000 | 20'000 | 5'900 | 78'487 CHF | 23'427 CHF | 95.98% | 95.98% |
12.11.2024 | 0.75% | 4.08 CHF | 4.10 CHF | 20'000 | 7'500 | 20'000 | 5'284 | 79'635 CHF | 21'255 CHF | 96.04% | 96.04% |
11.11.2024 | 0.85% | 3.82 CHF | 3.83 CHF | 20'000 | 7'500 | 20'000 | 5'298 | 71'491 CHF | 19'217 CHF | 96.79% | 96.79% |
08.11.2024 | 0.91% | 3.54 CHF | 3.55 CHF | 20'000 | 7'500 | 20'000 | 5'610 | 65'246 CHF | 18'577 CHF | 87.56% | 87.56% |
07.11.2024 | 1.01% | 2.89 CHF | 2.90 CHF | 20'000 | 7'500 | 20'000 | 5'139 | 60'952 CHF | 15'706 CHF | 82.24% | 82.24% |