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 | 4.47% | 0.48 CHF | 0.49 CHF | 40'000 | 40'000 | 18'440 | 18'440 | 9'373 CHF | 9'713 CHF | 99.90% | 99.90% |
19.11.2024 | 4.32% | 0.46 CHF | 0.47 CHF | 40'000 | 40'000 | 18'570 | 18'570 | 8'202 CHF | 8'492 CHF | 99.92% | 99.92% |
18.11.2024 | 4.32% | 0.43 CHF | 0.44 CHF | 40'000 | 40'000 | 12'781 | 12'781 | 5'493 CHF | 5'681 CHF | 99.81% | 99.81% |
15.11.2024 | 4.29% | 0.46 CHF | 0.47 CHF | 40'000 | 40'000 | 18'622 | 18'622 | 7'838 CHF | 8'111 CHF | 99.75% | 99.75% |
14.11.2024 | 4.84% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 25'990 | 25'990 | 8'868 CHF | 9'258 CHF | 99.95% | 99.95% |
13.11.2024 | 4.91% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 26'084 | 26'084 | 9'023 CHF | 9'413 CHF | 98.27% | 98.27% |
12.11.2024 | 4.40% | 0.34 CHF | 0.35 CHF | 40'000 | 40'000 | 18'600 | 18'600 | 7'458 CHF | 7'745 CHF | 99.90% | 99.90% |
11.11.2024 | 10.40% | 0.50 CHF | 0.51 CHF | 40'000 | 40'000 | 6'546 | 6'546 | 3'363 CHF | 3'646 CHF | 99.63% | 99.63% |
08.11.2024 | 4.36% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 25'971 | 25'971 | 10'394 CHF | 10'784 CHF | 99.98% | 99.98% |
07.11.2024 | 4.46% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 26'019 | 26'019 | 9'663 CHF | 10'054 CHF | 99.45% | 99.45% |