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 | 0.53% | 1.88 CHF | 1.89 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 44'978 CHF | 45'216 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 24'000 | 24'000 | 23'773 | 23'773 | 46'181 CHF | 46'419 CHF | 98.91% | 98.91% |
18.11.2024 | 0.53% | 2.00 CHF | 2.01 CHF | 24'000 | 24'000 | 23'858 | 23'858 | 45'095 CHF | 45'333 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 24'143 | 24'143 | 45'586 CHF | 45'828 CHF | 71.91% | 71.91% |
14.11.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 24'000 | 24'000 | 23'774 | 23'774 | 46'127 CHF | 46'365 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 2.09 CHF | 2.10 CHF | 24'000 | 24'000 | 24'303 | 24'303 | 44'722 CHF | 44'965 CHF | 99.44% | 99.44% |
12.11.2024 | 0.43% | 2.07 CHF | 2.08 CHF | 24'000 | 24'000 | 22'818 | 22'818 | 54'136 CHF | 54'364 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 22'000 | 22'000 | 21'864 | 21'864 | 55'196 CHF | 55'415 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 54'869 CHF | 55'097 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 55'678 CHF | 55'906 CHF | 100.00% | 100.00% |