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 | 2.17% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 114'203 | 75'000 | 52'072 CHF | 34'979 CHF | 94.79% | 94.79% |
19.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'378 | 75'000 | 53'316 CHF | 36'989 CHF | 100.00% | 100.00% |
18.11.2024 | 3.59% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 68'012 | 51'451 | 30'020 CHF | 23'335 CHF | 100.00% | 100.00% |
15.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'308 | 75'000 | 51'997 CHF | 33'455 CHF | 100.00% | 100.00% |
14.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 114'651 | 75'000 | 53'319 CHF | 35'678 CHF | 83.69% | 83.69% |
13.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'000 | 74'112 | 53'270 CHF | 36'643 CHF | 94.16% | 94.16% |
12.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 108'990 | 75'000 | 53'167 CHF | 37'344 CHF | 84.37% | 84.37% |
11.11.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 128'522 | 75'000 | 51'076 CHF | 30'578 CHF | 94.79% | 94.79% |
08.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 116'159 | 75'000 | 52'388 CHF | 34'600 CHF | 100.00% | 100.00% |
07.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 115'117 | 72'251 | 52'518 CHF | 33'645 CHF | 93.52% | 93.52% |