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 | 2.47% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'026 CHF | 20'526 CHF | 99.38% | 99.38% |
19.11.2024 | 2.69% | 0.42 CHF | 0.43 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 12'870 CHF | 13'220 CHF | 99.26% | 99.26% |
18.11.2024 | 2.42% | 0.37 CHF | 0.38 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 14'396 CHF | 14'746 CHF | 99.30% | 99.30% |
15.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 18'656 CHF | 19'006 CHF | 99.39% | 99.39% |
14.11.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 17'425 CHF | 17'775 CHF | 99.35% | 99.35% |
13.11.2024 | 2.01% | 0.45 CHF | 0.46 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 17'312 CHF | 17'662 CHF | 99.36% | 99.36% |
12.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 19'113 CHF | 19'463 CHF | 99.07% | 99.07% |
11.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 23'149 CHF | 23'499 CHF | 99.27% | 99.27% |
08.11.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 21'364 CHF | 21'714 CHF | 99.39% | 99.39% |
07.11.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 16'453 CHF | 16'803 CHF | 99.28% | 99.28% |