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 | 0.41% | 2.36 CHF | 2.37 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 73'418 CHF | 73'718 CHF | 99.49% | 99.49% |
19.11.2024 | 0.88% | 2.29 CHF | 2.31 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 68'249 CHF | 68'849 CHF | 97.54% | 97.54% |
18.11.2024 | 0.79% | 2.56 CHF | 2.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 75'845 CHF | 76'445 CHF | 99.39% | 99.39% |
15.11.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 73'824 CHF | 74'424 CHF | 98.86% | 98.86% |
14.11.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 69'808 CHF | 70'108 CHF | 99.50% | 99.50% |
13.11.2024 | 0.44% | 2.07 CHF | 2.08 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 67'789 CHF | 68'089 CHF | 95.89% | 95.89% |
12.11.2024 | 0.81% | 2.27 CHF | 2.29 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 73'445 CHF | 74'045 CHF | 99.56% | 99.56% |
11.11.2024 | 0.41% | 2.60 CHF | 2.61 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 73'162 CHF | 73'462 CHF | 94.72% | 94.72% |
08.11.2024 | 0.90% | 2.15 CHF | 2.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 66'746 CHF | 67'346 CHF | 91.95% | 91.95% |
07.11.2024 | 0.74% | 2.59 CHF | 2.61 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 81'165 CHF | 81'765 CHF | 99.53% | 99.53% |