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 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'053 CHF | 56'053 CHF | 99.00% | 99.00% |
19.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'612 | 100'000 | 52'669 CHF | 49'058 CHF | 100.00% | 100.00% |
18.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'166 | 100'000 | 52'239 CHF | 48'869 CHF | 100.00% | 100.00% |
15.11.2024 | 1.91% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 101'313 | 100'000 | 52'450 CHF | 52'812 CHF | 100.00% | 100.00% |
14.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'458 CHF | 58'458 CHF | 99.22% | 99.22% |
13.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 61'481 CHF | 62'089 CHF | 99.36% | 99.36% |
12.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'227 CHF | 69'227 CHF | 100.00% | 100.00% |
11.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'846 CHF | 58'846 CHF | 99.41% | 99.41% |
08.11.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'012 | 100'000 | 53'356 CHF | 54'350 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'479 | 97'395 | 59'975 CHF | 59'745 CHF | 98.73% | 98.73% |