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 | 2.15% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 111'962 | 100'000 | 51'575 CHF | 47'084 CHF | 100.00% | 100.00% |
19.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 109'890 | 100'000 | 52'895 CHF | 49'136 CHF | 100.00% | 100.00% |
18.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 104'136 | 100'000 | 51'613 CHF | 50'586 CHF | 100.00% | 100.00% |
15.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 109'628 | 100'000 | 53'135 CHF | 49'474 CHF | 100.00% | 100.00% |
14.11.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'761 | 100'000 | 51'778 CHF | 51'427 CHF | 99.22% | 99.22% |
13.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 99'160 | 53'624 CHF | 54'175 CHF | 99.36% | 99.36% |
12.11.2024 | 2.16% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 114'322 | 100'000 | 52'438 CHF | 46'938 CHF | 100.00% | 100.00% |
11.11.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 138'362 | 100'000 | 51'695 CHF | 38'391 CHF | 100.00% | 100.00% |
08.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 132'558 | 100'000 | 51'528 CHF | 39'895 CHF | 100.00% | 100.00% |
07.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 138'714 | 97'395 | 52'797 CHF | 38'043 CHF | 98.73% | 98.73% |