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 | 1.53% | 12.81 CHF | 12.92 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 133'926 CHF | 40'254 CHF | 99.63% | 99.63% |
19.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 1.54% | 13.33 CHF | 13.44 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 130'293 CHF | 39'472 CHF | 99.64% | 99.64% |
15.11.2024 | 1.52% | 13.26 CHF | 13.37 CHF | 10'000 | 5'000 | 10'000 | 3'010 | 127'620 CHF | 39'114 CHF | 96.66% | 96.66% |
14.11.2024 | 1.52% | 13.28 CHF | 13.39 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 131'984 CHF | 39'936 CHF | 99.62% | 99.62% |
13.11.2024 | 1.53% | 13.05 CHF | 13.16 CHF | 10'000 | 5'000 | 10'000 | 3'001 | 130'115 CHF | 39'509 CHF | 97.57% | 97.57% |
12.11.2024 | 1.56% | 13.06 CHF | 13.17 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 130'283 CHF | 39'405 CHF | 99.62% | 99.62% |
11.11.2024 | 1.52% | 13.31 CHF | 13.41 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 129'387 CHF | 39'345 CHF | 99.63% | 99.63% |
08.11.2024 | 1.56% | 12.82 CHF | 12.92 CHF | 10'000 | 5'000 | 10'000 | 3'036 | 122'418 CHF | 37'927 CHF | 99.63% | 99.63% |
07.11.2024 | 1.56% | 11.89 CHF | 11.99 CHF | 10'000 | 5'000 | 10'000 | 2'984 | 124'198 CHF | 37'428 CHF | 99.62% | 99.62% |