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 | 0.93% | 3.45 CHF | 3.47 CHF | 20'000 | 7'500 | 20'000 | 5'269 | 65'012 CHF | 17'422 CHF | 99.35% | 99.35% |
19.11.2024 | 0.92% | 3.26 CHF | 3.28 CHF | 20'000 | 7'500 | 20'000 | 5'276 | 64'504 CHF | 17'184 CHF | 99.40% | 99.40% |
18.11.2024 | 0.87% | 3.29 CHF | 3.31 CHF | 20'000 | 10'000 | 20'000 | 5'813 | 66'803 CHF | 19'580 CHF | 98.32% | 98.32% |
15.11.2024 | 0.80% | 3.55 CHF | 3.57 CHF | 20'000 | 10'000 | 20'000 | 5'916 | 70'591 CHF | 21'002 CHF | 87.36% | 87.36% |
14.11.2024 | 0.77% | 3.77 CHF | 3.79 CHF | 20'000 | 10'000 | 20'000 | 5'805 | 74'951 CHF | 21'981 CHF | 99.40% | 99.40% |
13.11.2024 | 0.83% | 3.62 CHF | 3.63 CHF | 20'000 | 10'000 | 20'000 | 5'903 | 69'366 CHF | 20'751 CHF | 95.89% | 95.89% |
12.11.2024 | 0.83% | 3.63 CHF | 3.64 CHF | 20'000 | 7'500 | 20'000 | 5'284 | 70'523 CHF | 18'844 CHF | 96.05% | 96.05% |
11.11.2024 | 0.95% | 3.36 CHF | 3.38 CHF | 20'000 | 7'500 | 20'000 | 5'298 | 62'420 CHF | 16'808 CHF | 96.80% | 96.80% |
08.11.2024 | 1.04% | 3.09 CHF | 3.10 CHF | 20'000 | 7'500 | 20'000 | 5'610 | 56'240 CHF | 16'050 CHF | 87.57% | 87.57% |
07.11.2024 | 1.20% | 2.44 CHF | 2.45 CHF | 30'000 | 7'500 | 21'065 | 5'138 | 54'497 CHF | 13'385 CHF | 82.24% | 82.24% |