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 | 2.98% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'576 CHF | 17'076 CHF | 99.39% | 99.39% |
19.11.2024 | 3.30% | 0.35 CHF | 0.36 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 10'479 CHF | 10'829 CHF | 99.28% | 99.28% |
18.11.2024 | 2.91% | 0.31 CHF | 0.32 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 11'981 CHF | 12'331 CHF | 99.31% | 99.31% |
15.11.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 16'219 CHF | 16'569 CHF | 99.39% | 99.39% |
14.11.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 15'015 CHF | 15'365 CHF | 99.36% | 99.36% |
13.11.2024 | 2.34% | 0.39 CHF | 0.40 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 14'899 CHF | 15'249 CHF | 99.37% | 99.37% |
12.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 16'706 CHF | 17'056 CHF | 99.09% | 99.09% |