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 | 2.27% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 112'050 | 50'000 | 51'792 CHF | 23'658 CHF | 92.81% | 92.81% |
19.11.2024 | 2.44% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'072 | 50'000 | 52'051 CHF | 22'211 CHF | 99.53% | 99.53% |
18.11.2024 | 2.80% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 113'479 | 44'487 | 51'785 CHF | 20'880 CHF | 100.00% | 100.00% |
15.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 117'763 | 50'000 | 52'307 CHF | 22'781 CHF | 92.47% | 92.47% |
14.11.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'050 | 50'000 | 51'402 CHF | 23'896 CHF | 98.20% | 98.20% |
13.11.2024 | 2.39% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 113'323 | 49'700 | 52'203 CHF | 23'471 CHF | 98.35% | 98.35% |
12.11.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 101'606 | 50'000 | 51'498 CHF | 25'918 CHF | 97.69% | 97.69% |
11.11.2024 | 1.92% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'362 | 50'000 | 54'394 CHF | 27'907 CHF | 100.00% | 100.00% |
08.11.2024 | 2.19% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 103'993 | 50'000 | 51'712 CHF | 25'432 CHF | 96.30% | 96.30% |
07.11.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 101'108 | 48'588 | 51'109 CHF | 25'108 CHF | 91.03% | 91.03% |