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 | 1.34% | 3.76 CHF | 3.78 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 72'022 CHF | 10'962 CHF | 99.68% | 99.68% |
19.11.2024 | 1.37% | 3.45 CHF | 3.47 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 69'321 CHF | 10'476 CHF | 99.68% | 99.68% |
18.11.2024 | 1.21% | 3.70 CHF | 3.73 CHF | 20'000 | 5'000 | 20'000 | 2'984 | 77'718 CHF | 11'687 CHF | 98.88% | 98.88% |
15.11.2024 | 1.31% | 3.78 CHF | 3.81 CHF | 20'000 | 5'000 | 20'000 | 3'015 | 71'236 CHF | 10'956 CHF | 96.23% | 96.23% |
14.11.2024 | 1.33% | 3.41 CHF | 3.44 CHF | 20'000 | 5'000 | 20'000 | 2'979 | 70'719 CHF | 10'575 CHF | 99.68% | 99.68% |
13.11.2024 | 1.47% | 3.65 CHF | 3.68 CHF | 20'000 | 5'000 | 20'000 | 3'009 | 65'350 CHF | 10'111 CHF | 96.82% | 96.82% |
12.11.2024 | 1.49% | 3.43 CHF | 3.46 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 65'937 CHF | 9'959 CHF | 99.62% | 99.62% |
11.11.2024 | 1.86% | 3.08 CHF | 3.11 CHF | 20'000 | 5'000 | 20'000 | 2'874 | 55'466 CHF | 8'264 CHF | 99.68% | 99.68% |
08.11.2024 | 2.32% | 2.35 CHF | 2.38 CHF | 30'000 | 5'000 | 29'985 | 2'880 | 65'796 CHF | 6'556 CHF | 99.42% | 99.42% |
07.11.2024 | 1.72% | 2.42 CHF | 2.45 CHF | 30'000 | 5'000 | 21'370 | 2'979 | 59'384 CHF | 8'308 CHF | 99.09% | 99.09% |