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 | 0.99% | 5.03 CHF | 5.06 CHF | 10'000 | 5'000 | 18'302 | 2'980 | 88'914 CHF | 14'763 CHF | 99.68% | 99.68% |
19.11.2024 | 1.00% | 4.72 CHF | 4.74 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 94'770 CHF | 14'267 CHF | 99.68% | 99.68% |
18.11.2024 | 0.91% | 4.98 CHF | 5.01 CHF | 20'000 | 5'000 | 11'194 | 2'984 | 57'580 CHF | 15'500 CHF | 98.88% | 98.88% |
15.11.2024 | 0.97% | 5.06 CHF | 5.09 CHF | 10'000 | 5'000 | 18'635 | 3'015 | 89'941 CHF | 14'815 CHF | 96.23% | 96.23% |
14.11.2024 | 0.97% | 4.69 CHF | 4.72 CHF | 20'000 | 5'000 | 20'000 | 2'979 | 96'346 CHF | 14'391 CHF | 99.68% | 99.68% |
13.11.2024 | 1.06% | 4.93 CHF | 4.95 CHF | 20'000 | 5'000 | 20'000 | 3'003 | 90'798 CHF | 13'914 CHF | 97.34% | 97.34% |
12.11.2024 | 1.08% | 4.71 CHF | 4.73 CHF | 20'000 | 5'000 | 20'000 | 2'980 | 91'352 CHF | 13'746 CHF | 99.61% | 99.61% |
11.11.2024 | 1.26% | 4.35 CHF | 4.38 CHF | 20'000 | 5'000 | 20'000 | 2'874 | 80'822 CHF | 11'907 CHF | 99.68% | 99.68% |
08.11.2024 | 1.47% | 3.61 CHF | 3.64 CHF | 20'000 | 5'000 | 20'000 | 2'880 | 69'037 CHF | 10'178 CHF | 99.42% | 99.42% |
07.11.2024 | 1.20% | 3.68 CHF | 3.70 CHF | 20'000 | 5'000 | 20'000 | 2'979 | 81'255 CHF | 12'063 CHF | 99.09% | 99.09% |