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 | 3.40% | 6.01 CHF | 6.11 CHF | 20'000 | 20'000 | 14'073 | 7'474 | 74'666 CHF | 42'561 CHF | 99.64% | 99.64% |
19.11.2024 | 4.19% | 5.58 CHF | 5.73 CHF | 10'000 | 10'000 | 10'000 | 3'738 | 62'026 CHF | 23'352 CHF | 99.66% | 99.66% |
18.11.2024 | 3.85% | 6.34 CHF | 6.49 CHF | 10'000 | 10'000 | 10'000 | 3'739 | 67'861 CHF | 25'959 CHF | 99.57% | 99.57% |
15.11.2024 | 4.09% | 7.54 CHF | 7.69 CHF | 10'000 | 10'000 | 10'000 | 3'738 | 64'775 CHF | 26'031 CHF | 99.66% | 99.66% |
14.11.2024 | 3.38% | 6.08 CHF | 6.18 CHF | 20'000 | 20'000 | 12'712 | 7'476 | 67'788 CHF | 42'230 CHF | 99.66% | 99.66% |
13.11.2024 | 3.80% | 5.04 CHF | 5.14 CHF | 20'000 | 20'000 | 20'000 | 7'548 | 92'780 CHF | 37'332 CHF | 97.59% | 97.59% |
12.11.2024 | 3.61% | 4.94 CHF | 5.04 CHF | 20'000 | 20'000 | 19'840 | 7'475 | 95'915 CHF | 37'024 CHF | 99.65% | 99.65% |
11.11.2024 | 3.38% | 4.99 CHF | 5.09 CHF | 20'000 | 10'000 | 11'498 | 3'738 | 59'122 CHF | 19'559 CHF | 99.65% | 99.65% |
08.11.2024 | 3.59% | 5.29 CHF | 5.39 CHF | 20'000 | 20'000 | 19'398 | 7'475 | 95'290 CHF | 38'840 CHF | 99.65% | 99.65% |
07.11.2024 | 4.60% | 5.27 CHF | 5.42 CHF | 10'000 | 10'000 | 10'000 | 3'738 | 56'627 CHF | 21'680 CHF | 99.65% | 99.65% |