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 | 1.35% | 2.25 CHF | 2.28 CHF | 10'000 | 10'000 | 9'823 | 9'823 | 22'166 CHF | 22'462 CHF | 99.41% | 99.41% |
19.11.2024 | 1.42% | 2.10 CHF | 2.13 CHF | 10'000 | 10'000 | 9'999 | 9'999 | 20'948 CHF | 21'248 CHF | 98.86% | 98.86% |
18.11.2024 | 1.31% | 2.30 CHF | 2.33 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 22'831 CHF | 23'131 CHF | 99.84% | 99.84% |
15.11.2024 | 1.25% | 2.33 CHF | 2.36 CHF | 10'000 | 10'000 | 9'978 | 9'978 | 23'810 CHF | 24'110 CHF | 99.84% | 99.84% |
14.11.2024 | 1.28% | 2.48 CHF | 2.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'376 CHF | 23'676 CHF | 98.68% | 98.68% |
13.11.2024 | 1.40% | 2.22 CHF | 2.25 CHF | 10'000 | 10'000 | 9'999 | 9'999 | 21'239 CHF | 21'539 CHF | 99.69% | 99.69% |
12.11.2024 | 1.19% | 2.37 CHF | 2.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'978 CHF | 25'278 CHF | 99.77% | 99.77% |
11.11.2024 | 1.16% | 2.60 CHF | 2.63 CHF | 10'000 | 10'000 | 9'962 | 9'962 | 25'656 CHF | 25'955 CHF | 100.00% | 100.00% |
08.11.2024 | 1.24% | 2.40 CHF | 2.43 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'116 CHF | 24'416 CHF | 98.31% | 98.31% |
07.11.2024 | 1.20% | 2.49 CHF | 2.52 CHF | 10'000 | 10'000 | 9'959 | 9'959 | 24'790 CHF | 25'089 CHF | 99.67% | 99.67% |