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 | 2.06% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 109'575 | 109'575 | 53'813 CHF | 54'912 CHF | 99.90% | 99.90% |
19.11.2024 | 2.10% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 109'164 | 109'164 | 54'295 CHF | 55'397 CHF | 100.00% | 100.00% |
18.11.2024 | 2.25% | 0.52 CHF | 0.53 CHF | 220'000 | 220'000 | 124'869 | 124'869 | 57'620 CHF | 58'872 CHF | 99.89% | 99.89% |
15.11.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 109'686 | 109'686 | 47'646 CHF | 48'745 CHF | 99.90% | 99.90% |
14.11.2024 | 2.46% | 0.47 CHF | 0.48 CHF | 220'000 | 220'000 | 120'353 | 120'353 | 50'904 CHF | 52'113 CHF | 99.36% | 99.36% |
13.11.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 230'000 | 230'000 | 130'436 | 130'436 | 50'046 CHF | 51'356 CHF | 100.00% | 100.00% |
12.11.2024 | 2.56% | 0.43 CHF | 0.44 CHF | 230'000 | 230'000 | 130'424 | 130'424 | 52'082 CHF | 53'391 CHF | 100.00% | 100.00% |
11.11.2024 | 2.33% | 0.37 CHF | 0.38 CHF | 210'000 | 210'000 | 118'685 | 118'685 | 50'546 CHF | 51'737 CHF | 99.65% | 99.65% |
08.11.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 210'000 | 210'000 | 117'527 | 117'527 | 59'054 CHF | 60'233 CHF | 97.75% | 97.75% |
07.11.2024 | 2.49% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 142'350 | 142'350 | 59'711 CHF | 61'140 CHF | 100.00% | 100.00% |