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 | 1.15% | 3.42 CHF | 3.43 CHF | 25'400 | 25'400 | 10'363 | 10'363 | 36'009 CHF | 36'306 CHF | 99.89% | 99.89% |
19.11.2024 | 1.13% | 3.52 CHF | 3.53 CHF | 20'700 | 20'700 | 8'197 | 8'197 | 32'946 CHF | 33'212 CHF | 99.95% | 99.95% |
18.11.2024 | 1.22% | 3.89 CHF | 3.90 CHF | 23'500 | 23'500 | 8'875 | 8'875 | 36'616 CHF | 36'903 CHF | 98.93% | 99.89% |
15.11.2024 | 1.21% | 3.96 CHF | 3.97 CHF | 18'900 | 18'900 | 7'520 | 7'520 | 33'643 CHF | 33'927 CHF | 99.99% | 99.99% |
14.11.2024 | 1.08% | 5.61 CHF | 5.62 CHF | 18'800 | 18'800 | 7'615 | 7'615 | 41'213 CHF | 41'499 CHF | 99.76% | 99.76% |
13.11.2024 | 1.32% | 4.22 CHF | 4.23 CHF | 23'600 | 23'600 | 9'618 | 9'618 | 37'834 CHF | 38'154 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 3.50 CHF | 3.52 CHF | 17'500 | 17'500 | 6'980 | 6'980 | 30'935 CHF | 31'237 CHF | 99.95% | 99.95% |
11.11.2024 | 1.19% | 5.51 CHF | 5.53 CHF | 11'400 | 11'400 | 4'364 | 4'364 | 32'151 CHF | 32'413 CHF | 99.36% | 99.36% |
08.11.2024 | 1.15% | 8.75 CHF | 8.77 CHF | 10'900 | 10'900 | 4'327 | 4'327 | 35'513 CHF | 35'776 CHF | 99.53% | 99.53% |
07.11.2024 | 1.13% | 7.98 CHF | 8.00 CHF | 14'300 | 14'300 | 5'954 | 5'954 | 42'283 CHF | 42'592 CHF | 99.86% | 99.86% |