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 | 1.83% | 0.61 CHF | 0.62 CHF | 165'000 | 165'000 | 72'210 | 72'210 | 40'695 CHF | 41'419 CHF | 99.57% | 99.57% |
19.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 160'000 | 160'000 | 71'490 | 71'490 | 41'607 CHF | 42'335 CHF | 99.19% | 99.19% |
18.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 170'000 | 170'000 | 75'917 | 75'917 | 50'289 CHF | 51'050 CHF | 99.90% | 99.90% |
15.11.2024 | 1.56% | 0.70 CHF | 0.71 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 47'116 CHF | 47'811 CHF | 91.93% | 91.93% |
14.11.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 66'106 | 66'106 | 28'554 CHF | 29'223 CHF | 99.72% | 99.72% |
13.11.2024 | 1.91% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 70'324 | 70'324 | 36'185 CHF | 36'890 CHF | 99.93% | 99.93% |
12.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 160'000 | 160'000 | 70'296 | 70'296 | 36'580 CHF | 37'284 CHF | 99.89% | 99.89% |
11.11.2024 | 2.57% | 0.51 CHF | 0.52 CHF | 155'000 | 155'000 | 63'862 | 63'862 | 31'077 CHF | 31'773 CHF | 99.90% | 99.90% |
08.11.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 69'260 | 69'260 | 30'310 CHF | 31'003 CHF | 97.38% | 97.38% |
07.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 160'000 | 160'000 | 71'185 | 71'185 | 37'297 CHF | 38'010 CHF | 100.00% | 100.00% |