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 | 0.65% | 4.56 CHF | 4.59 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 18'816 CHF | 18'938 CHF | 99.58% | 99.58% |
19.11.2024 | 0.68% | 4.82 CHF | 4.85 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 14'327 CHF | 14'425 CHF | 99.58% | 99.58% |
18.11.2024 | 0.67% | 5.19 CHF | 5.23 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 15'511 CHF | 15'615 CHF | 99.52% | 99.52% |
15.11.2024 | 0.61% | 5.52 CHF | 5.55 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 16'627 CHF | 16'729 CHF | 98.94% | 98.94% |
14.11.2024 | 0.60% | 5.49 CHF | 5.52 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 16'462 CHF | 16'562 CHF | 99.49% | 99.49% |
13.11.2024 | 0.63% | 5.43 CHF | 5.47 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 15'750 CHF | 15'850 CHF | 99.57% | 99.57% |
12.11.2024 | 0.63% | 5.36 CHF | 5.39 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 16'253 CHF | 16'355 CHF | 99.52% | 99.57% |
11.11.2024 | 0.60% | 5.69 CHF | 5.73 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 17'690 CHF | 17'796 CHF | 99.53% | 99.53% |
08.11.2024 | 0.59% | 5.81 CHF | 5.85 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 17'988 CHF | 18'095 CHF | 99.48% | 99.48% |
07.11.2024 | 0.58% | 5.90 CHF | 5.93 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 17'569 CHF | 17'671 CHF | 99.57% | 99.57% |