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 | 1.30% | 1.72 CHF | 1.74 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 52'525 CHF | 17'738 CHF | 100.00% | 100.00% |
19.11.2024 | 1.41% | 1.71 CHF | 1.74 CHF | 30'000 | 10'000 | 33'117 | 10'000 | 55'280 CHF | 16'959 CHF | 99.99% | 99.99% |
18.11.2024 | 1.61% | 1.68 CHF | 1.71 CHF | 30'000 | 10'000 | 38'123 | 9'445 | 62'792 CHF | 15'820 CHF | 99.43% | 99.43% |
15.11.2024 | 1.53% | 1.61 CHF | 1.64 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 63'847 CHF | 16'207 CHF | 94.50% | 94.50% |
14.11.2024 | 1.22% | 1.77 CHF | 1.79 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 55'219 CHF | 18'632 CHF | 99.44% | 99.44% |
13.11.2024 | 1.29% | 1.86 CHF | 1.88 CHF | 30'000 | 10'000 | 30'000 | 9'982 | 54'495 CHF | 18'367 CHF | 97.60% | 97.60% |
12.11.2024 | 1.27% | 1.83 CHF | 1.85 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 55'171 CHF | 18'626 CHF | 98.69% | 98.69% |
11.11.2024 | 1.27% | 1.84 CHF | 1.87 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 54'130 CHF | 18'274 CHF | 66.13% | 66.13% |
08.11.2024 | 1.45% | 1.67 CHF | 1.69 CHF | 30'000 | 10'000 | 35'497 | 10'000 | 58'625 CHF | 16'792 CHF | 90.93% | 90.93% |
07.11.2024 | 1.39% | 1.62 CHF | 1.64 CHF | 40'000 | 10'000 | 39'991 | 9'975 | 65'083 CHF | 16'463 CHF | 32.18% | 32.18% |