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 | 2.25% | 0.78 CHF | 0.85 CHF | 70'000 | 25'000 | 65'675 | 25'000 | 54'750 CHF | 21'333 CHF | 14.13% | 100.00% |
19.11.2024 | 2.33% | 0.79 CHF | 0.81 CHF | 70'000 | 25'000 | 69'838 | 25'000 | 54'664 CHF | 20'033 CHF | 99.99% | 99.99% |
18.11.2024 | 2.69% | 0.86 CHF | 0.88 CHF | 60'000 | 25'000 | 63'932 | 23'897 | 53'671 CHF | 20'613 CHF | 100.00% | 100.00% |
15.11.2024 | 2.10% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 60'740 | 24'970 | 52'396 CHF | 22'008 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 0.85 CHF | 0.87 CHF | 60'000 | 25'000 | 66'416 | 25'000 | 53'263 CHF | 20'585 CHF | 94.67% | 94.67% |
13.11.2024 | 2.48% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 72'985 | 49'418 | 52'777 CHF | 36'655 CHF | 99.25% | 99.25% |
12.11.2024 | 2.38% | 0.68 CHF | 0.70 CHF | 80'000 | 25'000 | 71'501 | 25'000 | 52'990 CHF | 18'996 CHF | 98.32% | 98.32% |
11.11.2024 | 2.10% | 0.85 CHF | 0.87 CHF | 60'000 | 25'000 | 60'189 | 25'000 | 52'014 CHF | 22'066 CHF | 100.00% | 100.00% |
08.11.2024 | 2.46% | 0.84 CHF | 0.86 CHF | 60'000 | 25'000 | 48'081 | 21'785 | 42'922 CHF | 19'975 CHF | 97.48% | 97.48% |
07.11.2024 | 1.66% | 1.18 CHF | 1.19 CHF | 50'000 | 25'000 | 49'584 | 24'731 | 59'106 CHF | 30'011 CHF | 95.57% | 95.57% |