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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.76% | 0.50 CHF | 0.51 CHF | 88'000 | 88'000 | 39'388 | 39'388 | 21'030 CHF | 21'540 CHF | 100.00% | 100.00% |
20.11.2024 | 2.52% | 0.65 CHF | 0.66 CHF | 92'000 | 92'000 | 41'094 | 41'094 | 25'688 CHF | 26'221 CHF | 99.90% | 99.90% |
19.11.2024 | 2.81% | 0.55 CHF | 0.56 CHF | 92'000 | 92'000 | 38'255 | 38'255 | 20'881 CHF | 21'385 CHF | 100.00% | 100.00% |
18.11.2024 | 2.52% | 0.57 CHF | 0.58 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 24'630 CHF | 25'162 CHF | 99.89% | 99.89% |
15.11.2024 | 2.55% | 0.58 CHF | 0.59 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 21'268 CHF | 21'720 CHF | 100.00% | 100.00% |
14.11.2024 | 2.63% | 0.59 CHF | 0.60 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 23'585 CHF | 24'111 CHF | 100.00% | 100.00% |
13.11.2024 | 2.30% | 0.63 CHF | 0.64 CHF | 92'000 | 92'000 | 41'456 | 41'456 | 27'120 CHF | 27'656 CHF | 98.61% | 99.78% |
12.11.2024 | 2.70% | 0.63 CHF | 0.64 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 23'179 CHF | 23'707 CHF | 100.00% | 100.00% |
11.11.2024 | 5.24% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 13'576 CHF | 14'246 CHF | 99.59% | 99.59% |
08.11.2024 | 2.09% | 0.68 CHF | 0.69 CHF | 94'000 | 94'000 | 42'843 | 42'843 | 30'552 CHF | 31'106 CHF | 98.56% | 98.56% |