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 | 2.72% | 0.45 CHF | 0.49 CHF | 120'000 | 10'000 | 109'675 | 10'000 | 53'009 CHF | 4'967 CHF | 14.13% | 100.00% |
19.11.2024 | 2.53% | 0.46 CHF | 0.47 CHF | 110'000 | 10'000 | 118'989 | 10'000 | 52'909 CHF | 4'562 CHF | 100.00% | 100.00% |
18.11.2024 | 3.18% | 0.44 CHF | 0.46 CHF | 120'000 | 10'000 | 94'782 | 8'897 | 42'841 CHF | 4'160 CHF | 100.00% | 100.00% |
15.11.2024 | 3.34% | 0.47 CHF | 0.48 CHF | 110'000 | 10'000 | 69'090 | 8'177 | 33'695 CHF | 4'072 CHF | 100.00% | 100.00% |
14.11.2024 | 2.63% | 0.46 CHF | 0.47 CHF | 110'000 | 10'000 | 111'823 | 10'000 | 51'283 CHF | 4'710 CHF | 99.44% | 99.44% |
13.11.2024 | 2.64% | 0.49 CHF | 0.50 CHF | 110'000 | 10'000 | 115'260 | 9'937 | 51'827 CHF | 4'595 CHF | 98.88% | 98.88% |
12.11.2024 | 2.57% | 0.44 CHF | 0.46 CHF | 120'000 | 10'000 | 112'520 | 10'000 | 51'955 CHF | 4'741 CHF | 100.00% | 100.00% |
11.11.2024 | 2.38% | 0.49 CHF | 0.50 CHF | 110'000 | 10'000 | 101'699 | 10'000 | 51'775 CHF | 5'217 CHF | 100.00% | 100.00% |
08.11.2024 | 2.37% | 0.50 CHF | 0.51 CHF | 100'000 | 10'000 | 100'022 | 10'000 | 50'493 CHF | 5'169 CHF | 100.00% | 100.00% |
07.11.2024 | 2.63% | 0.48 CHF | 0.49 CHF | 110'000 | 10'000 | 100'938 | 9'740 | 49'726 CHF | 4'920 CHF | 99.06% | 99.06% |