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 | 1.28% | 0.74 CHF | 0.75 CHF | 40'000 | 40'000 | 39'997 | 39'997 | 31'015 CHF | 31'415 CHF | 99.43% | 99.43% |
19.11.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 29'362 CHF | 29'762 CHF | 100.00% | 100.00% |
18.11.2024 | 1.72% | 0.66 CHF | 0.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'195 CHF | 23'595 CHF | 99.88% | 99.88% |
15.11.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'581 CHF | 22'081 CHF | 100.00% | 100.00% |
14.11.2024 | 2.88% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'578 CHF | 18'078 CHF | 98.67% | 98.67% |
13.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'739 CHF | 21'239 CHF | 100.00% | 100.00% |
12.11.2024 | 2.22% | 0.39 CHF | 0.40 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 17'930 CHF | 18'330 CHF | 99.87% | 99.87% |
11.11.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'836 CHF | 29'336 CHF | 100.00% | 100.00% |
08.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'186 CHF | 15'686 CHF | 98.31% | 98.31% |
07.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'655 CHF | 19'155 CHF | 100.00% | 100.00% |