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 | 3.11% | 0.29 CHF | 0.30 CHF | 124'000 | 124'000 | 55'092 | 55'092 | 17'282 CHF | 17'834 CHF | 99.90% | 99.90% |
19.11.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 122'000 | 122'000 | 53'232 | 53'232 | 18'565 CHF | 19'098 CHF | 100.00% | 100.00% |
18.11.2024 | 3.45% | 0.35 CHF | 0.36 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 21'995 CHF | 22'688 CHF | 99.89% | 99.89% |
15.11.2024 | 3.36% | 0.45 CHF | 0.46 CHF | 118'000 | 118'000 | 46'957 | 46'957 | 21'328 CHF | 21'895 CHF | 99.45% | 99.45% |
14.11.2024 | 3.34% | 0.45 CHF | 0.46 CHF | 118'000 | 118'000 | 53'081 | 53'081 | 24'077 CHF | 24'767 CHF | 100.00% | 100.00% |
13.11.2024 | 3.31% | 0.45 CHF | 0.46 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 24'545 CHF | 25'235 CHF | 100.00% | 100.00% |
12.11.2024 | 3.41% | 0.46 CHF | 0.47 CHF | 118'000 | 118'000 | 53'099 | 53'099 | 24'127 CHF | 24'817 CHF | 99.85% | 99.85% |
11.11.2024 | 3.49% | 0.46 CHF | 0.47 CHF | 118'000 | 118'000 | 53'068 | 53'068 | 23'799 CHF | 24'490 CHF | 99.61% | 99.61% |
08.11.2024 | 2.42% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 54'068 | 54'068 | 22'858 CHF | 23'400 CHF | 100.00% | 100.00% |
07.11.2024 | 2.63% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 52'351 | 52'351 | 22'445 CHF | 22'995 CHF | 99.90% | 99.90% |