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 | 3.04% | 0.95 CHF | 0.97 CHF | 50'000 | 50'000 | 26'397 | 26'397 | 23'206 CHF | 23'822 CHF | 99.61% | 99.61% |
19.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 3.07% | 0.89 CHF | 0.91 CHF | 50'000 | 50'000 | 26'395 | 26'395 | 24'305 CHF | 24'980 CHF | 99.62% | 99.62% |
15.11.2024 | 3.00% | 0.91 CHF | 0.93 CHF | 25'000 | 25'000 | 20'317 | 20'317 | 19'746 CHF | 20'323 CHF | 96.64% | 96.64% |
14.11.2024 | 3.08% | 0.91 CHF | 0.93 CHF | 50'000 | 50'000 | 26'395 | 26'395 | 24'123 CHF | 24'797 CHF | 99.60% | 99.60% |
13.11.2024 | 3.00% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 26'537 | 26'537 | 24'750 CHF | 25'404 CHF | 97.44% | 97.44% |
12.11.2024 | 2.98% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 26'395 | 26'395 | 24'282 CHF | 24'932 CHF | 99.61% | 99.61% |
11.11.2024 | 3.27% | 0.89 CHF | 0.91 CHF | 25'000 | 25'000 | 20'009 | 20'009 | 18'616 CHF | 19'208 CHF | 99.61% | 99.61% |
08.11.2024 | 3.19% | 0.95 CHF | 0.97 CHF | 25'000 | 25'000 | 20'029 | 20'029 | 20'531 CHF | 21'165 CHF | 99.62% | 99.62% |
07.11.2024 | 3.09% | 1.10 CHF | 1.12 CHF | 25'000 | 25'000 | 20'024 | 20'024 | 20'361 CHF | 20'957 CHF | 99.61% | 99.61% |