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 | 1.78% | 1.90 CHF | 1.92 CHF | 30'000 | 7'500 | 34'264 | 5'270 | 57'978 CHF | 9'271 CHF | 99.28% | 99.28% |
19.11.2024 | 1.77% | 1.72 CHF | 1.74 CHF | 30'000 | 7'500 | 33'945 | 5'277 | 56'895 CHF | 9'043 CHF | 99.35% | 99.35% |
18.11.2024 | 1.62% | 1.74 CHF | 1.76 CHF | 30'000 | 10'000 | 30'009 | 5'813 | 53'689 CHF | 10'567 CHF | 98.29% | 98.29% |
15.11.2024 | 1.43% | 2.00 CHF | 2.01 CHF | 30'000 | 10'000 | 29'999 | 5'920 | 59'257 CHF | 11'815 CHF | 87.00% | 87.00% |
14.11.2024 | 1.32% | 2.22 CHF | 2.23 CHF | 30'000 | 10'000 | 30'000 | 5'806 | 65'738 CHF | 12'950 CHF | 99.33% | 99.33% |
13.11.2024 | 1.46% | 2.07 CHF | 2.08 CHF | 30'000 | 10'000 | 30'000 | 5'924 | 57'675 CHF | 11'664 CHF | 95.27% | 95.27% |
12.11.2024 | 1.52% | 2.08 CHF | 2.10 CHF | 30'000 | 7'500 | 30'000 | 5'285 | 59'458 CHF | 10'690 CHF | 95.96% | 95.96% |
11.11.2024 | 1.87% | 1.82 CHF | 1.84 CHF | 30'000 | 7'500 | 37'810 | 5'299 | 59'362 CHF | 8'647 CHF | 96.75% | 96.75% |
08.11.2024 | 2.35% | 1.55 CHF | 1.57 CHF | 40'000 | 7'500 | 45'946 | 5'610 | 58'502 CHF | 7'471 CHF | 87.55% | 87.55% |
07.11.2024 | 2.89% | 0.91 CHF | 0.92 CHF | 60'000 | 7'500 | 51'729 | 5'139 | 54'656 CHF | 5'502 CHF | 82.20% | 82.20% |