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 | 11.84% | 4.94 CHF | 5.24 CHF | 30'000 | 30'000 | 22'172 | 11'212 | 96'536 CHF | 55'643 CHF | 99.63% | 99.63% |
19.11.2024 | 11.25% | 4.70 CHF | 5.00 CHF | 30'000 | 30'000 | 22'172 | 11'213 | 100'140 CHF | 56'180 CHF | 99.65% | 99.65% |
18.11.2024 | 10.09% | 4.12 CHF | 4.42 CHF | 20'000 | 20'000 | 14'283 | 7'483 | 69'145 CHF | 38'091 CHF | 99.43% | 99.43% |
15.11.2024 | 9.93% | 5.81 CHF | 6.11 CHF | 30'000 | 30'000 | 17'483 | 11'213 | 91'892 CHF | 65'316 CHF | 99.64% | 99.64% |
14.11.2024 | 11.84% | 4.69 CHF | 4.99 CHF | 30'000 | 30'000 | 22'169 | 11'206 | 95'142 CHF | 53'853 CHF | 99.61% | 99.61% |
13.11.2024 | 8.88% | 4.20 CHF | 4.40 CHF | 50'000 | 50'000 | 26'654 | 18'872 | 103'320 CHF | 79'118 CHF | 97.57% | 97.57% |
12.11.2024 | 10.29% | 3.71 CHF | 3.91 CHF | 50'000 | 50'000 | 26'542 | 18'723 | 89'006 CHF | 68'899 CHF | 99.24% | 99.24% |
11.11.2024 | 8.38% | 3.21 CHF | 3.36 CHF | 50'000 | 50'000 | 26'515 | 18'687 | 82'765 CHF | 63'053 CHF | 99.64% | 99.64% |
08.11.2024 | 9.43% | 2.81 CHF | 2.96 CHF | 50'000 | 50'000 | 27'247 | 18'687 | 74'173 CHF | 55'308 CHF | 99.63% | 99.63% |
07.11.2024 | 10.16% | 3.03 CHF | 3.23 CHF | 50'000 | 50'000 | 26'515 | 18'687 | 85'735 CHF | 64'618 CHF | 99.63% | 99.63% |