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 | 0.86% | 1.84 CHF | 1.85 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'472 CHF | 45'783 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.77 CHF | 1.79 CHF | 30'000 | 25'000 | 28'084 | 23'353 | 52'612 CHF | 44'240 CHF | 94.92% | 94.92% |
18.11.2024 | 0.75% | 2.07 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'276 CHF | 51'446 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 2.05 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'885 CHF | 51'978 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 2.14 CHF | 2.15 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'460 CHF | 53'290 CHF | 99.44% | 99.44% |
13.11.2024 | 0.81% | 2.10 CHF | 2.12 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 61'737 CHF | 51'793 CHF | 98.88% | 98.88% |
12.11.2024 | 0.71% | 2.18 CHF | 2.20 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'783 CHF | 56'051 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 2.28 CHF | 2.29 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'686 CHF | 58'481 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 2.25 CHF | 2.26 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'806 CHF | 56'076 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 2.20 CHF | 2.22 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 67'757 CHF | 56'307 CHF | 99.06% | 99.06% |