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 | 0.95% | 5.21 CHF | 5.23 CHF | 10'000 | 5'000 | 13'645 | 2'980 | 68'583 CHF | 15'290 CHF | 99.64% | 99.64% |
19.11.2024 | 0.97% | 4.90 CHF | 4.92 CHF | 20'000 | 5'000 | 19'587 | 2'980 | 96'214 CHF | 14'791 CHF | 99.65% | 99.65% |
18.11.2024 | 0.88% | 5.16 CHF | 5.18 CHF | 10'000 | 5'000 | 10'000 | 2'984 | 53'396 CHF | 16'025 CHF | 98.83% | 98.83% |
15.11.2024 | 0.93% | 5.23 CHF | 5.26 CHF | 10'000 | 5'000 | 15'190 | 3'015 | 75'815 CHF | 15'341 CHF | 96.19% | 96.19% |
14.11.2024 | 0.95% | 4.87 CHF | 4.89 CHF | 20'000 | 5'000 | 12'686 | 2'980 | 62'973 CHF | 14'911 CHF | 99.64% | 99.64% |
13.11.2024 | 1.02% | 5.10 CHF | 5.13 CHF | 10'000 | 5'000 | 18'692 | 3'003 | 87'604 CHF | 14'431 CHF | 97.30% | 97.30% |
12.11.2024 | 1.04% | 4.88 CHF | 4.90 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 94'777 CHF | 14'258 CHF | 99.57% | 99.57% |
11.11.2024 | 1.21% | 4.52 CHF | 4.55 CHF | 20'000 | 5'000 | 20'000 | 2'874 | 84'223 CHF | 12'398 CHF | 99.64% | 99.64% |
08.11.2024 | 1.43% | 3.78 CHF | 3.81 CHF | 20'000 | 5'000 | 20'000 | 2'881 | 72'365 CHF | 10'662 CHF | 99.37% | 99.37% |
07.11.2024 | 1.14% | 3.84 CHF | 3.87 CHF | 20'000 | 5'000 | 20'000 | 2'984 | 84'576 CHF | 12'576 CHF | 99.64% | 99.64% |