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 | 4.06% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'159 CHF | 25'159 CHF | 99.38% | 99.38% |
19.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'150 CHF | 19'900 CHF | 99.18% | 99.18% |
18.11.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'126 CHF | 20'876 CHF | 99.29% | 99.29% |
15.11.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 22'087 CHF | 22'837 CHF | 99.39% | 99.39% |
14.11.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'105 CHF | 19'855 CHF | 99.34% | 99.34% |
13.11.2024 | 3.49% | 0.22 CHF | 0.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'477 CHF | 22'227 CHF | 99.37% | 99.37% |
12.11.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 26'703 CHF | 27'453 CHF | 99.09% | 99.09% |
11.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'243 CHF | 27'993 CHF | 99.30% | 99.30% |
08.11.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'200 CHF | 27'950 CHF | 99.39% | 99.39% |
07.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 30'942 CHF | 31'692 CHF | 99.28% | 99.28% |