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 | 2.96% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'848 CHF | 55'469 CHF | 100.00% | 100.00% |
19.11.2024 | 2.96% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'292 CHF | 55'922 CHF | 100.00% | 100.00% |
18.11.2024 | 2.47% | 0.56 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'237 CHF | 57'642 CHF | 100.00% | 100.00% |
15.11.2024 | 2.63% | 0.55 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'698 CHF | 57'182 CHF | 99.99% | 99.99% |
14.11.2024 | 2.58% | 0.57 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'705 CHF | 58'187 CHF | 99.52% | 99.52% |
13.11.2024 | 2.53% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'777 | 99'147 | 57'152 CHF | 58'238 CHF | 99.32% | 99.32% |
12.11.2024 | 2.93% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'762 CHF | 60'507 CHF | 100.00% | 100.00% |
11.11.2024 | 2.84% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'217 CHF | 61'949 CHF | 100.00% | 100.00% |
08.11.2024 | 2.30% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'598 CHF | 60'982 CHF | 100.00% | 100.00% |
07.11.2024 | 2.52% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'482 | 97'408 | 60'059 CHF | 60'300 CHF | 99.13% | 99.13% |