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 | 1.02% | 2.02 CHF | 2.11 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 63'497 CHF | 21'382 CHF | 14.13% | 100.00% |
19.11.2024 | 1.11% | 2.02 CHF | 2.04 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 59'157 CHF | 19'939 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 2.00 CHF | 2.02 CHF | 30'000 | 10'000 | 26'692 | 8'897 | 53'978 CHF | 18'198 CHF | 100.00% | 100.00% |
15.11.2024 | 1.22% | 2.06 CHF | 2.08 CHF | 30'000 | 10'000 | 20'885 | 8'177 | 43'930 CHF | 17'330 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 2.03 CHF | 2.06 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 61'323 CHF | 20'662 CHF | 99.44% | 99.44% |
13.11.2024 | 1.09% | 2.11 CHF | 2.14 CHF | 30'000 | 10'000 | 29'812 | 9'937 | 60'408 CHF | 20'356 CHF | 98.88% | 98.88% |
12.11.2024 | 1.07% | 2.03 CHF | 2.05 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 62'252 CHF | 20'974 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 2.16 CHF | 2.18 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 65'982 CHF | 22'212 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 2.11 CHF | 2.13 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 63'389 CHF | 21'349 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 2.04 CHF | 2.06 CHF | 30'000 | 10'000 | 29'221 | 9'740 | 60'725 CHF | 20'462 CHF | 99.06% | 99.06% |