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 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 142'833 | 100'000 | 50'838 CHF | 36'619 CHF | 100.00% | 100.00% |
19.11.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 156'242 | 100'000 | 52'318 CHF | 34'508 CHF | 100.00% | 100.00% |
18.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'407 | 100'000 | 51'722 CHF | 33'248 CHF | 100.00% | 100.00% |
15.11.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 155'878 | 100'000 | 51'896 CHF | 34'311 CHF | 100.00% | 100.00% |
14.11.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 167'024 | 100'000 | 52'140 CHF | 32'272 CHF | 99.22% | 99.22% |
13.11.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 181'665 | 99'160 | 51'079 CHF | 28'910 CHF | 99.36% | 99.36% |
12.11.2024 | 2.73% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 143'094 | 100'000 | 51'654 CHF | 37'187 CHF | 100.00% | 100.00% |
11.11.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 116'925 | 100'000 | 52'331 CHF | 45'788 CHF | 100.00% | 100.00% |
08.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'022 | 100'000 | 52'085 CHF | 44'396 CHF | 100.00% | 100.00% |
07.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'995 | 97'395 | 52'912 CHF | 43'966 CHF | 98.73% | 98.73% |