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 | 1.90% | 0.50 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'268 CHF | 26'634 CHF | 14.13% | 100.00% |
19.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'221 | 50'000 | 51'010 CHF | 25'951 CHF | 95.85% | 95.85% |
18.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'294 CHF | 26'147 CHF | 99.57% | 99.57% |
15.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'599 CHF | 27'299 CHF | 100.00% | 100.00% |
14.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 54'675 CHF | 27'838 CHF | 99.44% | 99.44% |
13.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 96'849 | 49'878 | 53'484 CHF | 28'067 CHF | 94.79% | 94.79% |
12.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'446 CHF | 29'637 CHF | 100.00% | 100.00% |
11.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'176 CHF | 30'598 CHF | 94.79% | 94.79% |
08.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 89'274 | 50'000 | 53'518 CHF | 30'486 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 81'596 | 48'444 | 51'351 CHF | 30'986 CHF | 99.06% | 99.06% |