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 | 2.49% | 0.41 CHF | 0.42 CHF | 41'000 | 41'000 | 265'541 | 265'541 | 105'119 CHF | 107'774 CHF | 98.90% | 98.90% |
19.11.2024 | 2.90% | 0.38 CHF | 0.39 CHF | 42'000 | 42'000 | 274'957 | 274'957 | 93'364 CHF | 96'114 CHF | 98.73% | 98.73% |
18.11.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 43'000 | 43'000 | 272'800 | 272'800 | 92'461 CHF | 95'189 CHF | 98.94% | 98.94% |
15.11.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 42'000 | 42'000 | 267'038 | 267'038 | 101'114 CHF | 103'784 CHF | 98.94% | 98.94% |
14.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 40'000 | 40'000 | 258'126 | 258'126 | 116'904 CHF | 119'486 CHF | 98.85% | 98.85% |
13.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 40'000 | 40'000 | 258'109 | 258'109 | 114'038 CHF | 116'619 CHF | 98.87% | 98.87% |
12.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 40'000 | 40'000 | 258'281 | 258'281 | 115'024 CHF | 117'606 CHF | 98.75% | 98.75% |
11.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 39'000 | 39'000 | 253'106 | 253'106 | 121'109 CHF | 123'640 CHF | 98.90% | 98.90% |
08.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 40'000 | 40'000 | 260'617 | 260'617 | 111'976 CHF | 114'582 CHF | 97.78% | 97.78% |
07.11.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 41'000 | 41'000 | 261'879 | 261'879 | 107'697 CHF | 110'316 CHF | 98.90% | 98.90% |