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 | 3.90% | 0.27 CHF | 0.28 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 7'554 CHF | 7'854 CHF | 100.00% | 100.00% |
19.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 7'746 CHF | 8'046 CHF | 100.00% | 100.00% |
18.11.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 8'038 CHF | 8'388 CHF | 100.00% | 100.00% |
15.11.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 7'265 CHF | 7'615 CHF | 100.00% | 100.00% |
14.11.2024 | 4.26% | 0.21 CHF | 0.22 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 6'939 CHF | 7'239 CHF | 100.00% | 100.00% |
13.11.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 7'316 CHF | 7'616 CHF | 100.00% | 100.00% |
12.11.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 8'138 CHF | 8'488 CHF | 100.00% | 100.00% |
11.11.2024 | 5.29% | 0.20 CHF | 0.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 7'372 CHF | 7'772 CHF | 100.00% | 100.00% |
08.11.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'210 CHF | 9'710 CHF | 100.00% | 100.00% |
07.11.2024 | 6.97% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'933 CHF | 7'433 CHF | 100.00% | 100.00% |