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 | 0.76% | 1.92 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'039 CHF | 47'893 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.86 CHF | 1.87 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 54'313 CHF | 46'222 CHF | 94.92% | 94.92% |
18.11.2024 | 0.69% | 2.15 CHF | 2.17 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'835 CHF | 53'563 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 2.14 CHF | 2.15 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'456 CHF | 54'105 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 2.22 CHF | 2.24 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'015 CHF | 55'407 CHF | 99.44% | 99.44% |
13.11.2024 | 0.74% | 2.18 CHF | 2.20 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 64'301 CHF | 53'903 CHF | 98.88% | 98.88% |
12.11.2024 | 0.69% | 2.27 CHF | 2.28 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'325 CHF | 58'172 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 2.36 CHF | 2.38 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'254 CHF | 60'594 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 2.33 CHF | 2.35 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'329 CHF | 58'172 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 2.29 CHF | 2.31 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 70'312 CHF | 58'397 CHF | 99.06% | 99.06% |