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 | 7.36% | 0.26 CHF | 0.27 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 9'714 CHF | 10'291 CHF | 99.90% | 99.90% |
19.11.2024 | 9.63% | 0.18 CHF | 0.19 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 6'394 CHF | 6'930 CHF | 100.00% | 100.00% |
18.11.2024 | 7.37% | 0.19 CHF | 0.20 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 8'737 CHF | 9'314 CHF | 99.90% | 99.90% |
15.11.2024 | 7.63% | 0.20 CHF | 0.21 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 7'139 CHF | 7'635 CHF | 100.00% | 100.00% |
14.11.2024 | 8.22% | 0.21 CHF | 0.22 CHF | 90'000 | 90'000 | 40'413 | 40'413 | 7'951 CHF | 8'520 CHF | 100.00% | 100.00% |
13.11.2024 | 5.47% | 0.24 CHF | 0.25 CHF | 92'000 | 92'000 | 41'454 | 41'454 | 10'983 CHF | 11'519 CHF | 98.61% | 99.78% |
12.11.2024 | 8.85% | 0.24 CHF | 0.25 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 7'535 CHF | 8'106 CHF | 100.00% | 100.00% |
11.11.2024 | 13.19% | 0.16 CHF | 0.17 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 4'846 CHF | 5'517 CHF | 99.56% | 99.56% |
08.11.2024 | 4.34% | 0.29 CHF | 0.30 CHF | 94'000 | 94'000 | 42'797 | 42'797 | 14'050 CHF | 14'604 CHF | 98.79% | 98.79% |
07.11.2024 | 4.48% | 0.34 CHF | 0.35 CHF | 96'000 | 96'000 | 42'695 | 42'695 | 14'407 CHF | 14'961 CHF | 99.82% | 99.82% |