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 | 1.68% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'110 CHF | 60'110 CHF | 100.00% | 100.00% |
19.11.2024 | 1.91% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 56'564 CHF | 57'571 CHF | 99.97% | 99.97% |
18.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'021 CHF | 60'021 CHF | 100.00% | 100.00% |
15.11.2024 | 1.93% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 98'224 | 98'210 | 57'513 CHF | 58'505 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 60'607 CHF | 61'610 CHF | 99.30% | 99.30% |
13.11.2024 | 1.90% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'591 | 99'591 | 53'521 CHF | 54'523 CHF | 95.51% | 95.51% |
12.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'248 CHF | 54'248 CHF | 100.00% | 100.00% |
11.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 104'975 | 100'000 | 51'745 CHF | 50'355 CHF | 100.00% | 100.00% |
08.11.2024 | 2.48% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 130'139 | 100'000 | 51'725 CHF | 40'799 CHF | 100.00% | 100.00% |
07.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 132'982 | 99'697 | 52'114 CHF | 40'149 CHF | 99.99% | 99.99% |