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 | 2.01% | 1.35 CHF | 1.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 59'139 CHF | 60'339 CHF | 100.00% | 100.00% |
19.11.2024 | 2.15% | 1.47 CHF | 1.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 55'409 CHF | 56'609 CHF | 100.00% | 100.00% |
18.11.2024 | 1.95% | 1.60 CHF | 1.63 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 60'945 CHF | 62'145 CHF | 98.99% | 98.99% |
15.11.2024 | 1.88% | 1.40 CHF | 1.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 63'317 CHF | 64'517 CHF | 100.00% | 100.00% |
14.11.2024 | 1.66% | 1.86 CHF | 1.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'914 CHF | 73'114 CHF | 100.00% | 100.00% |
13.11.2024 | 1.68% | 1.75 CHF | 1.78 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'008 CHF | 72'208 CHF | 99.88% | 99.88% |
12.11.2024 | 1.44% | 1.94 CHF | 1.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 82'561 CHF | 83'761 CHF | 100.00% | 100.00% |
11.11.2024 | 1.35% | 2.23 CHF | 2.26 CHF | 40'000 | 40'000 | 39'981 | 39'981 | 88'416 CHF | 89'616 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 1.98 CHF | 2.01 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 78'780 CHF | 79'980 CHF | 100.00% | 100.00% |
07.11.2024 | 1.42% | 2.14 CHF | 2.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 83'901 CHF | 85'101 CHF | 99.67% | 99.67% |