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 | 2.19% | 0.75 CHF | 0.76 CHF | 92'000 | 92'000 | 41'097 | 41'097 | 29'530 CHF | 30'063 CHF | 99.90% | 99.90% |
19.11.2024 | 2.41% | 0.65 CHF | 0.66 CHF | 92'000 | 92'000 | 38'261 | 38'261 | 24'444 CHF | 24'949 CHF | 100.00% | 100.00% |
18.11.2024 | 2.19% | 0.66 CHF | 0.67 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 28'455 CHF | 28'987 CHF | 99.90% | 99.90% |
15.11.2024 | 2.22% | 0.67 CHF | 0.68 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 24'687 CHF | 25'138 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 0.68 CHF | 0.69 CHF | 90'000 | 90'000 | 40'413 | 40'413 | 27'372 CHF | 27'898 CHF | 100.00% | 100.00% |
13.11.2024 | 2.02% | 0.72 CHF | 0.73 CHF | 92'000 | 92'000 | 41'455 | 41'455 | 31'011 CHF | 31'547 CHF | 98.61% | 99.78% |
12.11.2024 | 2.32% | 0.72 CHF | 0.73 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 26'982 CHF | 27'510 CHF | 100.00% | 100.00% |
11.11.2024 | 4.59% | 0.63 CHF | 0.64 CHF | 90'000 | 90'000 | 22'705 | 22'705 | 15'686 CHF | 16'356 CHF | 99.53% | 99.53% |
08.11.2024 | 1.85% | 0.77 CHF | 0.78 CHF | 94'000 | 94'000 | 42'804 | 42'804 | 34'502 CHF | 35'055 CHF | 98.76% | 98.76% |
07.11.2024 | 1.88% | 0.81 CHF | 0.82 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 34'823 CHF | 35'378 CHF | 100.00% | 100.00% |