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 | 3.68% | 0.29 CHF | 0.30 CHF | 106'000 | 106'000 | 105'442 | 105'442 | 28'126 CHF | 29'181 CHF | 100.00% | 100.00% |
19.11.2024 | 4.45% | 0.25 CHF | 0.26 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 22'655 CHF | 23'685 CHF | 100.00% | 100.00% |
18.11.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 20'744 CHF | 21'764 CHF | 100.00% | 100.00% |
15.11.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 18'821 CHF | 19'823 CHF | 100.00% | 100.00% |
14.11.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 101'358 | 101'358 | 19'977 CHF | 20'991 CHF | 99.33% | 99.33% |
13.11.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 20'144 CHF | 21'156 CHF | 100.00% | 100.00% |
12.11.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 102'000 | 102'000 | 100'319 | 100'319 | 18'629 CHF | 19'632 CHF | 100.00% | 100.00% |
11.11.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 16'537 CHF | 17'537 CHF | 99.93% | 99.93% |
08.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 102'000 | 102'000 | 101'520 | 101'520 | 20'473 CHF | 21'488 CHF | 100.00% | 100.00% |
07.11.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 17'657 CHF | 18'657 CHF | 100.00% | 100.00% |