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 | 1.58% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 82'947 | 75'000 | 52'085 CHF | 47'881 CHF | 94.79% | 94.79% |
19.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'024 | 75'000 | 53'631 CHF | 45'957 CHF | 100.00% | 100.00% |
18.11.2024 | 2.17% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 53'311 | 51'451 | 34'286 CHF | 33'772 CHF | 100.00% | 100.00% |
15.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'615 | 75'000 | 52'545 CHF | 49'654 CHF | 100.00% | 100.00% |
14.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 84'754 | 75'000 | 52'803 CHF | 47'545 CHF | 83.69% | 83.69% |
13.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'904 | 74'112 | 54'439 CHF | 45'628 CHF | 94.16% | 94.16% |
12.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'187 CHF | 45'906 CHF | 84.38% | 84.38% |
11.11.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'383 CHF | 52'672 CHF | 94.79% | 94.79% |
08.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'153 | 75'000 | 51'480 CHF | 48'924 CHF | 100.00% | 100.00% |
07.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 81'261 | 72'251 | 51'551 CHF | 46'674 CHF | 93.52% | 93.52% |