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 | 1.44% | 0.65 CHF | 0.66 CHF | 80'000 | 20'000 | 76'902 | 20'000 | 53'001 CHF | 14'014 CHF | 71.01% | 71.01% |
19.11.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 80'300 | 20'000 | 79'862 | 20'000 | 52'381 CHF | 13'319 CHF | 48.63% | 48.63% |
18.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80'000 | 20'000 | 79'992 | 20'000 | 52'556 CHF | 13'340 CHF | 80.46% | 80.46% |
15.11.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 80'000 | 20'000 | 76'117 | 20'000 | 53'926 CHF | 14'397 CHF | 99.99% | 99.99% |
14.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 70'000 | 20'000 | 71'507 | 20'000 | 54'212 CHF | 15'391 CHF | 40.31% | 40.31% |
13.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80'346 | 20'000 | 80'361 | 19'662 | 50'082 CHF | 12'461 CHF | 57.21% | 57.21% |
12.11.2024 | 1.39% | 0.66 CHF | 0.67 CHF | 79'683 | 20'000 | 73'705 | 20'000 | 52'794 CHF | 14'563 CHF | 32.89% | 32.89% |
11.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60'000 | 20'000 | 60'084 | 20'000 | 51'677 CHF | 17'403 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 70'000 | 20'000 | 66'246 | 20'000 | 54'373 CHF | 16'656 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60'000 | 20'000 | 60'000 | 19'351 | 56'893 CHF | 18'565 CHF | 99.06% | 99.06% |