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 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'905 | 100'000 | 51'142 CHF | 43'309 CHF | 100.00% | 100.00% |
19.11.2024 | 2.43% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'195 | 98'650 | 51'999 CHF | 45'178 CHF | 99.98% | 99.98% |
18.11.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'659 | 100'000 | 51'770 CHF | 41'902 CHF | 100.00% | 100.00% |
15.11.2024 | 2.82% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 127'772 | 98'213 | 51'127 CHF | 40'299 CHF | 99.99% | 99.99% |
14.11.2024 | 2.64% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 131'563 | 99'348 | 51'746 CHF | 40'103 CHF | 99.24% | 99.24% |
13.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 114'270 | 99'598 | 52'054 CHF | 46'404 CHF | 96.90% | 96.90% |
12.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'006 | 100'000 | 51'610 CHF | 47'916 CHF | 99.99% | 99.99% |
11.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 105'995 | 100'000 | 52'264 CHF | 50'335 CHF | 99.99% | 99.99% |
08.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'033 CHF | 58'033 CHF | 100.00% | 100.00% |
07.11.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 54'303 CHF | 55'304 CHF | 99.99% | 99.99% |