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 | 1.47% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 68'116 | 68'116 | 47'422 CHF | 48'104 CHF | 99.32% | 99.32% |
19.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 67'847 | 67'847 | 45'268 CHF | 45'951 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 140'000 | 140'000 | 65'907 | 65'907 | 49'963 CHF | 50'624 CHF | 99.80% | 99.80% |
15.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 140'000 | 140'000 | 65'863 | 65'863 | 48'123 CHF | 48'782 CHF | 99.72% | 99.72% |
14.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 140'000 | 140'000 | 65'338 | 65'338 | 52'166 CHF | 52'822 CHF | 98.62% | 98.62% |
13.11.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 140'000 | 140'000 | 65'278 | 65'278 | 50'559 CHF | 51'215 CHF | 100.00% | 100.00% |
12.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 140'000 | 140'000 | 65'137 | 65'137 | 50'566 CHF | 51'222 CHF | 99.76% | 99.76% |
11.11.2024 | 1.51% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 67'217 | 67'217 | 47'791 CHF | 48'468 CHF | 99.90% | 99.90% |
08.11.2024 | 1.74% | 0.63 CHF | 0.64 CHF | 160'000 | 160'000 | 75'171 | 75'171 | 45'036 CHF | 45'792 CHF | 99.06% | 99.06% |
07.11.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 72'027 | 72'027 | 43'853 CHF | 44'577 CHF | 99.68% | 99.68% |