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 | 0.96% | 1.58 CHF | 1.60 CHF | 40'000 | 25'000 | 39'833 | 25'000 | 62'201 CHF | 39'426 CHF | 100.00% | 100.00% |
19.11.2024 | 1.05% | 1.52 CHF | 1.54 CHF | 40'000 | 25'000 | 32'299 | 23'353 | 51'989 CHF | 38'308 CHF | 94.92% | 94.92% |
18.11.2024 | 0.87% | 1.81 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'635 CHF | 45'088 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 1.80 CHF | 1.81 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'273 CHF | 45'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.88 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'848 CHF | 46'941 CHF | 99.44% | 99.44% |
13.11.2024 | 0.87% | 1.85 CHF | 1.86 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 54'133 CHF | 45'440 CHF | 98.88% | 98.88% |
12.11.2024 | 0.81% | 1.93 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'162 CHF | 49'701 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 2.02 CHF | 2.04 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'077 CHF | 52'161 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.99 CHF | 2.01 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'191 CHF | 49'730 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 60'164 CHF | 50'038 CHF | 99.06% | 99.06% |