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 | 0.36% | 10.08 CHF | 10.12 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 51'641 CHF | 51'827 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 10.50 CHF | 10.54 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 50'283 CHF | 50'482 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 11.76 CHF | 11.80 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 58'685 CHF | 58'889 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 11.89 CHF | 11.94 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 48'661 CHF | 48'826 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 12.40 CHF | 12.43 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 59'967 CHF | 60'126 CHF | 99.98% | 99.98% |
13.11.2024 | 0.29% | 10.81 CHF | 10.84 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 54'750 CHF | 54'910 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 11.19 CHF | 11.22 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 46'606 CHF | 46'742 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 12.50 CHF | 12.54 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 59'991 CHF | 60'152 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 11.26 CHF | 11.30 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 46'606 CHF | 46'752 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 14.03 CHF | 14.07 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 56'116 CHF | 56'259 CHF | 100.00% | 100.00% |