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 | 0.51% | 1.95 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'035 CHF | 49'446 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 1.96 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'570 CHF | 50'725 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 2.08 CHF | 2.09 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'915 CHF | 49'346 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.90 CHF | 1.91 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 46'066 CHF | 40'142 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'500 CHF | 50'667 CHF | 99.44% | 99.44% |
13.11.2024 | 0.55% | 2.16 CHF | 2.17 CHF | 30'000 | 25'000 | 29'220 | 24'280 | 55'903 CHF | 46'720 CHF | 98.42% | 98.42% |
12.11.2024 | 0.42% | 2.14 CHF | 2.16 CHF | 12'500 | 12'500 | 28'626 | 24'525 | 70'441 CHF | 60'609 CHF | 99.23% | 99.23% |
11.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'131 CHF | 65'381 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 27'564 | 25'000 | 68'541 CHF | 62'457 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 25'225 | 24'221 | 63'639 CHF | 61'387 CHF | 99.06% | 99.06% |