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 | 1.14% | 4.41 CHF | 4.43 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 85'035 CHF | 12'902 CHF | 99.65% | 99.65% |
19.11.2024 | 1.15% | 4.10 CHF | 4.12 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 82'294 CHF | 12'410 CHF | 99.65% | 99.65% |
18.11.2024 | 1.04% | 4.35 CHF | 4.38 CHF | 20'000 | 5'000 | 20'000 | 2'984 | 90'733 CHF | 13'629 CHF | 98.84% | 98.84% |
15.11.2024 | 1.11% | 4.43 CHF | 4.46 CHF | 20'000 | 5'000 | 20'000 | 3'015 | 84'238 CHF | 12'917 CHF | 96.20% | 96.20% |
14.11.2024 | 1.12% | 4.06 CHF | 4.09 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 83'724 CHF | 12'512 CHF | 99.65% | 99.65% |
13.11.2024 | 1.23% | 4.30 CHF | 4.33 CHF | 20'000 | 5'000 | 20'000 | 3'003 | 78'246 CHF | 12'030 CHF | 97.32% | 97.32% |
12.11.2024 | 1.25% | 4.08 CHF | 4.10 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 78'815 CHF | 11'879 CHF | 99.58% | 99.58% |
11.11.2024 | 1.51% | 3.72 CHF | 3.75 CHF | 20'000 | 5'000 | 20'000 | 2'874 | 68'296 CHF | 10'110 CHF | 99.65% | 99.65% |
08.11.2024 | 1.82% | 2.99 CHF | 3.01 CHF | 20'000 | 5'000 | 20'000 | 2'880 | 56'574 CHF | 8'386 CHF | 99.38% | 99.38% |
07.11.2024 | 1.40% | 3.05 CHF | 3.08 CHF | 20'000 | 5'000 | 20'000 | 2'979 | 68'763 CHF | 10'202 CHF | 99.07% | 99.07% |