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 | 2.33% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'481 CHF | 50'358 CHF | 99.00% | 99.00% |
19.11.2024 | 2.04% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'886 | 75'000 | 53'873 CHF | 51'630 CHF | 100.00% | 100.00% |
18.11.2024 | 2.59% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 77'665 | 75'000 | 55'340 CHF | 54'870 CHF | 100.00% | 100.00% |
15.11.2024 | 3.37% | 0.76 CHF | 0.78 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 40'105 CHF | 41'377 CHF | 100.00% | 100.00% |
14.11.2024 | 3.35% | 0.72 CHF | 0.74 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 26'149 CHF | 27'039 CHF | 99.22% | 99.22% |
13.11.2024 | 3.48% | 0.70 CHF | 0.72 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 26'092 CHF | 27'010 CHF | 99.36% | 99.36% |
12.11.2024 | 3.56% | 0.67 CHF | 0.70 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 26'826 CHF | 27'797 CHF | 100.00% | 100.00% |
11.11.2024 | 3.37% | 0.81 CHF | 0.84 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 29'776 CHF | 30'797 CHF | 100.00% | 100.00% |
08.11.2024 | 2.10% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'736 CHF | 59'982 CHF | 100.00% | 100.00% |
07.11.2024 | 1.80% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 74'219 | 72'396 | 64'283 CHF | 63'807 CHF | 98.73% | 98.73% |