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 | 2.03% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 107'613 | 50'000 | 52'355 CHF | 24'840 CHF | 100.00% | 100.00% |
19.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 114'294 | 50'000 | 52'084 CHF | 23'311 CHF | 100.00% | 100.00% |
18.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 111'326 | 50'000 | 51'825 CHF | 23'785 CHF | 100.00% | 100.00% |
15.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 111'040 | 50'000 | 51'730 CHF | 23'808 CHF | 100.00% | 100.00% |
14.11.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 121'465 | 50'000 | 51'801 CHF | 21'836 CHF | 99.22% | 99.22% |
13.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'896 | 49'448 | 52'254 CHF | 20'389 CHF | 99.36% | 99.36% |
12.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 124'076 | 50'000 | 51'577 CHF | 21'294 CHF | 100.00% | 100.00% |
11.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 108'600 | 50'000 | 52'076 CHF | 24'489 CHF | 100.00% | 100.00% |
08.11.2024 | 4.15% | 0.44 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'897 CHF | 10'315 CHF | 100.00% | 100.00% |
07.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 112'233 | 48'696 | 51'736 CHF | 22'943 CHF | 98.73% | 98.73% |