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 | 2.26% | 0.97 CHF | 0.99 CHF | 60'000 | 25'000 | 59'582 | 25'000 | 56'469 CHF | 24'252 CHF | 99.12% | 99.12% |
19.11.2024 | 2.18% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 51'512 | 24'095 | 51'683 CHF | 24'979 CHF | 88.51% | 88.51% |
18.11.2024 | 2.47% | 1.20 CHF | 1.22 CHF | 50'000 | 25'000 | 50'000 | 23'895 | 58'570 CHF | 28'688 CHF | 99.79% | 99.79% |
15.11.2024 | 2.14% | 1.18 CHF | 1.20 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 59'442 CHF | 30'365 CHF | 99.27% | 99.27% |
14.11.2024 | 2.03% | 1.26 CHF | 1.28 CHF | 40'000 | 25'000 | 46'401 | 25'000 | 57'482 CHF | 31'628 CHF | 99.44% | 99.44% |
13.11.2024 | 2.16% | 1.23 CHF | 1.26 CHF | 50'000 | 25'000 | 49'480 | 24'964 | 58'992 CHF | 30'430 CHF | 97.95% | 97.95% |
12.11.2024 | 1.93% | 1.30 CHF | 1.33 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'703 CHF | 34'218 CHF | 100.00% | 100.00% |
11.11.2024 | 1.85% | 1.39 CHF | 1.41 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'265 CHF | 36'458 CHF | 96.82% | 96.82% |
08.11.2024 | 1.94% | 1.36 CHF | 1.39 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'765 CHF | 34'261 CHF | 99.79% | 99.79% |
07.11.2024 | 1.95% | 1.32 CHF | 1.35 CHF | 40'000 | 25'000 | 40'000 | 24'741 | 54'942 CHF | 34'656 CHF | 99.06% | 99.06% |