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 | 5.38% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 69'347 | 69'348 | 12'491 CHF | 13'185 CHF | 99.95% | 99.95% |
19.11.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 75'000 | 75'000 | 71'343 | 71'341 | 13'461 CHF | 14'174 CHF | 99.77% | 99.77% |
18.11.2024 | 5.16% | 0.18 CHF | 0.19 CHF | 75'000 | 75'000 | 67'771 | 67'773 | 12'758 CHF | 13'436 CHF | 99.88% | 99.88% |
15.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'472 CHF | 10'972 CHF | 100.00% | 100.00% |
14.11.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'273 CHF | 10'773 CHF | 99.64% | 99.64% |
13.11.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 54'203 | 54'203 | 10'966 CHF | 11'508 CHF | 99.95% | 99.95% |
12.11.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 12'916 CHF | 13'666 CHF | 99.78% | 99.78% |
11.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 12'058 CHF | 12'808 CHF | 99.80% | 99.80% |
08.11.2024 | 5.24% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 68'221 | 68'222 | 12'633 CHF | 13'315 CHF | 99.84% | 99.84% |
07.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 74'584 | 74'581 | 14'054 CHF | 14'800 CHF | 99.90% | 99.90% |