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 | 1.59% | 1.27 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'861 CHF | 99'432 CHF | 96.57% | 96.57% |
19.11.2024 | 1.67% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'593 CHF | 62'631 CHF | 99.18% | 99.18% |
18.11.2024 | 1.83% | 1.26 CHF | 1.28 CHF | 75'000 | 75'000 | 67'449 | 64'079 | 84'139 CHF | 81'281 CHF | 99.06% | 99.06% |
15.11.2024 | 1.78% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'102 CHF | 59'145 CHF | 99.90% | 99.90% |
14.11.2024 | 1.82% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 48'146 | 48'146 | 56'255 CHF | 57'271 CHF | 96.78% | 96.78% |
13.11.2024 | 1.62% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 74'306 | 74'123 | 94'039 CHF | 95'334 CHF | 98.65% | 98.65% |
12.11.2024 | 1.69% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'249 CHF | 62'295 CHF | 95.23% | 95.23% |
11.11.2024 | 1.55% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'373 CHF | 67'410 CHF | 99.36% | 99.36% |
08.11.2024 | 1.60% | 1.31 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'289 CHF | 66'341 CHF | 98.44% | 98.44% |
07.11.2024 | 1.59% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 48'116 | 48'116 | 65'801 CHF | 66'821 CHF | 95.16% | 95.16% |