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 | 2.69% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'112 | 150'112 | 55'108 CHF | 56'609 CHF | 99.09% | 99.09% |
19.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 170'563 | 170'563 | 56'045 CHF | 57'751 CHF | 98.84% | 98.84% |
18.11.2024 | 2.61% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'675 CHF | 58'175 CHF | 99.30% | 99.30% |
15.11.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 130'371 | 130'371 | 51'908 CHF | 53'212 CHF | 99.37% | 99.37% |
14.11.2024 | 1.93% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 104'960 | 104'960 | 53'815 CHF | 54'864 CHF | 99.34% | 99.34% |
13.11.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 88'905 | 88'905 | 47'320 CHF | 48'209 CHF | 99.03% | 99.03% |
12.11.2024 | 1.92% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 53'521 | 53'521 | 27'541 CHF | 28'077 CHF | 99.13% | 99.13% |
11.11.2024 | 2.61% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 71'452 | 71'452 | 27'139 CHF | 27'853 CHF | 99.33% | 99.33% |
08.11.2024 | 3.98% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 107'446 | 107'446 | 26'470 CHF | 27'544 CHF | 99.49% | 99.49% |
07.11.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 111'085 | 111'086 | 26'218 CHF | 27'329 CHF | 99.27% | 99.27% |