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 | 1.50% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'053 CHF | 33'658 CHF | 100.00% | 100.00% |
19.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'995 CHF | 33'622 CHF | 99.40% | 99.40% |
18.11.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'002 CHF | 33'001 CHF | 100.00% | 100.00% |
15.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 87'123 | 50'000 | 53'929 CHF | 31'467 CHF | 100.00% | 100.00% |
14.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'810 | 50'000 | 51'175 CHF | 32'172 CHF | 99.52% | 99.52% |
13.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 82'263 | 49'704 | 52'158 CHF | 32'044 CHF | 99.32% | 99.32% |
12.11.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'526 CHF | 35'204 CHF | 100.00% | 100.00% |
11.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 74'998 | 50'000 | 53'503 CHF | 36'191 CHF | 100.00% | 100.00% |
08.11.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'424 CHF | 33'890 CHF | 100.00% | 100.00% |
07.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 48'704 | 52'884 CHF | 32'699 CHF | 99.13% | 99.13% |