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 | 4.86% | 0.35 CHF | 0.37 CHF | 30'000 | 30'000 | 29'987 | 29'987 | 12'102 CHF | 12'702 CHF | 99.43% | 99.43% |
19.11.2024 | 4.67% | 0.43 CHF | 0.45 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 12'558 CHF | 13'158 CHF | 99.90% | 99.90% |
18.11.2024 | 5.11% | 0.40 CHF | 0.42 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 11'445 CHF | 12'045 CHF | 99.88% | 99.88% |
15.11.2024 | 5.70% | 0.34 CHF | 0.36 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 10'231 CHF | 10'831 CHF | 100.00% | 100.00% |
14.11.2024 | 5.44% | 0.39 CHF | 0.41 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 10'755 CHF | 11'355 CHF | 98.66% | 98.66% |
13.11.2024 | 5.59% | 0.35 CHF | 0.37 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 10'473 CHF | 11'073 CHF | 100.00% | 100.00% |
12.11.2024 | 4.39% | 0.43 CHF | 0.45 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 13'366 CHF | 13'966 CHF | 99.87% | 99.87% |
11.11.2024 | 3.56% | 0.54 CHF | 0.56 CHF | 30'000 | 30'000 | 29'999 | 29'999 | 16'546 CHF | 17'146 CHF | 100.00% | 100.00% |
08.11.2024 | 3.48% | 0.56 CHF | 0.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'955 CHF | 17'555 CHF | 98.31% | 98.31% |
07.11.2024 | 3.26% | 0.57 CHF | 0.59 CHF | 30'000 | 30'000 | 28'207 | 28'207 | 16'971 CHF | 17'535 CHF | 100.00% | 100.00% |