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 | 0.78% | 1.29 CHF | 1.28 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 50'761 CHF | 25'580 CHF | 14.13% | 100.00% |
19.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 60'051 CHF | 24'221 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.25 CHF | 1.26 CHF | 40'000 | 20'000 | 41'767 | 20'000 | 52'450 CHF | 25'355 CHF | 94.79% | 94.79% |
15.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 51'613 CHF | 26'007 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 41'111 | 20'000 | 52'174 CHF | 25'603 CHF | 99.44% | 99.44% |
13.11.2024 | 0.93% | 1.17 CHF | 1.19 CHF | 50'000 | 20'000 | 50'000 | 19'927 | 58'357 CHF | 23'474 CHF | 98.88% | 98.88% |
12.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 60'553 CHF | 24'430 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 61'183 CHF | 24'673 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 58'553 CHF | 23'621 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50'000 | 20'000 | 50'000 | 19'481 | 59'963 CHF | 23'552 CHF | 99.06% | 99.06% |