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 | 2.28% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'342 CHF | 31'042 CHF | 99.44% | 99.44% |
19.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'657 | 70'657 | 29'238 CHF | 29'945 CHF | 100.00% | 100.00% |
18.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 31'158 CHF | 31'858 CHF | 99.88% | 99.88% |
15.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'283 CHF | 30'983 CHF | 100.00% | 100.00% |
14.11.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 73'267 | 73'267 | 28'007 CHF | 28'740 CHF | 98.61% | 98.61% |
13.11.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 27'889 CHF | 28'618 CHF | 100.00% | 100.00% |
12.11.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'619 CHF | 31'319 CHF | 99.90% | 99.90% |
11.11.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 32'436 CHF | 33'136 CHF | 100.00% | 100.00% |
08.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'647 CHF | 31'347 CHF | 99.05% | 99.05% |
07.11.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 33'536 CHF | 34'236 CHF | 100.00% | 100.00% |