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 | 2.35% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'636 | 125'636 | 52'773 CHF | 54'029 CHF | 99.45% | 99.45% |
19.11.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'148 | 149'148 | 55'603 CHF | 57'094 CHF | 97.99% | 97.99% |
18.11.2024 | 2.28% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'320 CHF | 55'570 CHF | 99.35% | 99.35% |
15.11.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'884 | 124'884 | 57'212 CHF | 58'461 CHF | 99.44% | 99.44% |
14.11.2024 | 1.63% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'888 | 99'888 | 61'250 CHF | 62'249 CHF | 99.50% | 99.50% |
13.11.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 85'713 | 85'713 | 54'159 CHF | 55'016 CHF | 99.02% | 99.02% |
12.11.2024 | 1.62% | 0.68 CHF | 0.69 CHF | 38'000 | 38'000 | 47'861 | 47'861 | 29'291 CHF | 29'769 CHF | 99.14% | 99.14% |
11.11.2024 | 2.23% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 61'781 | 61'781 | 27'531 CHF | 28'149 CHF | 99.31% | 99.31% |
08.11.2024 | 3.58% | 0.32 CHF | 0.33 CHF | 88'000 | 88'000 | 98'169 | 98'169 | 26'911 CHF | 27'893 CHF | 99.40% | 99.40% |
07.11.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'008 | 100'008 | 26'320 CHF | 27'320 CHF | 99.35% | 99.35% |