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 | 3.80% | 0.46 CHF | 0.47 CHF | 58'000 | 58'000 | 26'197 | 26'197 | 12'182 CHF | 12'581 CHF | 99.06% | 99.06% |
19.11.2024 | 3.88% | 0.46 CHF | 0.47 CHF | 58'000 | 58'000 | 26'256 | 26'256 | 12'200 CHF | 12'600 CHF | 100.00% | 100.00% |
18.11.2024 | 4.66% | 0.41 CHF | 0.42 CHF | 57'000 | 57'000 | 25'872 | 25'872 | 10'063 CHF | 10'457 CHF | 99.79% | 99.79% |
15.11.2024 | 4.03% | 0.38 CHF | 0.39 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 11'055 CHF | 11'452 CHF | 99.72% | 99.72% |
14.11.2024 | 5.23% | 0.36 CHF | 0.37 CHF | 57'000 | 57'000 | 25'344 | 25'344 | 8'611 CHF | 8'994 CHF | 98.64% | 98.64% |
13.11.2024 | 4.81% | 0.30 CHF | 0.31 CHF | 56'000 | 56'000 | 25'776 | 25'776 | 8'943 CHF | 9'336 CHF | 100.00% | 100.00% |
12.11.2024 | 5.85% | 0.36 CHF | 0.37 CHF | 57'000 | 57'000 | 25'589 | 25'589 | 8'086 CHF | 8'474 CHF | 99.88% | 99.88% |
11.11.2024 | 5.40% | 0.30 CHF | 0.31 CHF | 57'000 | 57'000 | 25'420 | 25'420 | 7'926 CHF | 8'315 CHF | 99.76% | 99.76% |
08.11.2024 | 3.98% | 0.36 CHF | 0.37 CHF | 58'000 | 58'000 | 26'549 | 26'549 | 11'388 CHF | 11'790 CHF | 98.52% | 98.52% |
07.11.2024 | 5.04% | 0.43 CHF | 0.44 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 9'686 CHF | 10'085 CHF | 100.00% | 100.00% |