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 | 0.84% | 5.85 CHF | 5.88 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 56'992 CHF | 17'213 CHF | 99.68% | 99.68% |
19.11.2024 | 0.86% | 5.54 CHF | 5.56 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 55'587 CHF | 16'711 CHF | 99.68% | 99.68% |
18.11.2024 | 0.79% | 5.80 CHF | 5.83 CHF | 10'000 | 5'000 | 10'000 | 2'984 | 59'880 CHF | 17'958 CHF | 98.88% | 98.88% |
15.11.2024 | 0.83% | 5.89 CHF | 5.91 CHF | 10'000 | 5'000 | 10'000 | 3'015 | 56'667 CHF | 17'302 CHF | 96.23% | 96.23% |
14.11.2024 | 0.84% | 5.52 CHF | 5.54 CHF | 10'000 | 5'000 | 10'000 | 2'979 | 56'432 CHF | 16'852 CHF | 99.68% | 99.68% |
13.11.2024 | 0.89% | 5.75 CHF | 5.78 CHF | 10'000 | 5'000 | 10'000 | 3'003 | 53'603 CHF | 16'376 CHF | 97.37% | 97.37% |
12.11.2024 | 0.92% | 5.53 CHF | 5.55 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 53'870 CHF | 16'188 CHF | 99.62% | 99.62% |
11.11.2024 | 1.05% | 5.17 CHF | 5.20 CHF | 10'000 | 5'000 | 17'910 | 2'874 | 86'455 CHF | 14'256 CHF | 99.68% | 99.68% |
08.11.2024 | 1.20% | 4.42 CHF | 4.45 CHF | 20'000 | 5'000 | 20'000 | 2'880 | 85'247 CHF | 12'515 CHF | 99.40% | 99.40% |
07.11.2024 | 1.00% | 4.49 CHF | 4.51 CHF | 20'000 | 5'000 | 18'106 | 2'979 | 88'017 CHF | 14'484 CHF | 99.09% | 99.09% |