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 | 2.56% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 135'211 | 100'000 | 52'170 CHF | 39'612 CHF | 99.00% | 99.00% |
19.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 164'036 | 100'000 | 52'011 CHF | 32'732 CHF | 100.00% | 100.00% |
18.11.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 165'290 | 100'000 | 52'072 CHF | 32'535 CHF | 100.00% | 100.00% |
15.11.2024 | 2.79% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 145'016 | 100'000 | 51'218 CHF | 36'442 CHF | 100.00% | 100.00% |
14.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 127'114 | 100'000 | 52'325 CHF | 42'196 CHF | 99.22% | 99.22% |
13.11.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 116'034 | 99'160 | 52'396 CHF | 45'817 CHF | 99.36% | 99.36% |
12.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 104'796 | 100'000 | 53'848 CHF | 52'815 CHF | 100.00% | 100.00% |
11.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 123'542 | 100'000 | 51'299 CHF | 42'570 CHF | 99.41% | 99.41% |
08.11.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 140'923 | 100'000 | 51'580 CHF | 37'731 CHF | 100.00% | 100.00% |
07.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'004 | 97'395 | 52'637 CHF | 43'748 CHF | 98.73% | 98.73% |