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 | 2.48% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 53'080 | 53'080 | 22'027 CHF | 22'560 CHF | 99.07% | 99.07% |
19.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 54'595 | 54'595 | 20'996 CHF | 21'546 CHF | 99.92% | 99.92% |
18.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 53'634 | 53'634 | 26'106 CHF | 26'643 CHF | 99.42% | 99.42% |
15.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 53'819 | 53'819 | 24'647 CHF | 25'186 CHF | 99.42% | 99.42% |
14.11.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 53'082 | 53'082 | 28'351 CHF | 28'884 CHF | 97.50% | 97.50% |
13.11.2024 | 2.04% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 53'313 | 53'313 | 27'033 CHF | 27'569 CHF | 99.67% | 99.67% |
12.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 53'278 | 53'278 | 27'039 CHF | 27'574 CHF | 97.78% | 97.78% |
11.11.2024 | 2.49% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 62'717 | 62'717 | 27'353 CHF | 27'985 CHF | 99.47% | 99.47% |
08.11.2024 | 3.32% | 0.35 CHF | 0.36 CHF | 140'000 | 140'000 | 65'459 | 65'459 | 20'729 CHF | 21'386 CHF | 98.99% | 98.99% |
07.11.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 65'355 | 65'355 | 21'405 CHF | 22'062 CHF | 99.68% | 99.68% |