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 | 4.13% | 0.38 CHF | 0.40 CHF | 82'757 | 75'000 | 83'136 | 75'000 | 30'423 CHF | 28'608 CHF | 99.00% | 99.00% |
19.11.2024 | 3.56% | 0.37 CHF | 0.38 CHF | 82'807 | 75'000 | 82'439 | 75'000 | 31'690 CHF | 29'880 CHF | 100.00% | 100.00% |
18.11.2024 | 4.33% | 0.44 CHF | 0.46 CHF | 81'291 | 75'000 | 81'844 | 75'000 | 34'608 CHF | 33'120 CHF | 100.00% | 100.00% |
15.11.2024 | 5.52% | 0.47 CHF | 0.49 CHF | 80'913 | 75'000 | 57'067 | 54'325 | 25'607 CHF | 25'622 CHF | 100.00% | 100.00% |
14.11.2024 | 5.67% | 0.43 CHF | 0.45 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 15'274 CHF | 16'164 CHF | 99.22% | 99.22% |
13.11.2024 | 5.86% | 0.41 CHF | 0.43 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 15'339 CHF | 16'257 CHF | 99.36% | 99.36% |
12.11.2024 | 6.36% | 0.38 CHF | 0.41 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 15'951 CHF | 16'995 CHF | 100.00% | 100.00% |
11.11.2024 | 5.26% | 0.52 CHF | 0.55 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 18'901 CHF | 19'922 CHF | 100.00% | 100.00% |
08.11.2024 | 3.32% | 0.48 CHF | 0.50 CHF | 79'247 | 75'000 | 78'920 | 75'000 | 38'914 CHF | 38'232 CHF | 100.00% | 100.00% |
07.11.2024 | 2.56% | 0.57 CHF | 0.59 CHF | 77'063 | 75'000 | 77'240 | 72'396 | 44'544 CHF | 42'813 CHF | 98.73% | 98.73% |