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 | 1.10% | 1.45 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'218 CHF | 111'435 CHF | 99.00% | 99.00% |
19.11.2024 | 0.96% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'903 CHF | 109'955 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'096 CHF | 107'130 CHF | 100.00% | 100.00% |
15.11.2024 | 1.81% | 1.36 CHF | 1.38 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 75'053 CHF | 76'336 CHF | 100.00% | 100.00% |
14.11.2024 | 2.02% | 1.40 CHF | 1.43 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 53'351 CHF | 54'442 CHF | 99.22% | 99.22% |
13.11.2024 | 1.76% | 1.42 CHF | 1.45 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 52'624 CHF | 53'553 CHF | 99.36% | 99.36% |
12.11.2024 | 1.82% | 1.45 CHF | 1.48 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 52'755 CHF | 53'725 CHF | 100.00% | 100.00% |
11.11.2024 | 1.95% | 1.31 CHF | 1.34 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 49'828 CHF | 50'809 CHF | 100.00% | 100.00% |
08.11.2024 | 1.22% | 1.36 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'268 CHF | 102'514 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 73'177 | 72'396 | 92'848 CHF | 92'917 CHF | 98.73% | 98.73% |