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 | 2.07% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'554 CHF | 48'776 CHF | 100.00% | 100.00% |
19.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 114'615 | 100'000 | 52'417 CHF | 46'766 CHF | 100.00% | 100.00% |
18.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 53'273 CHF | 45'394 CHF | 100.00% | 100.00% |
15.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 114'545 | 100'000 | 52'211 CHF | 46'608 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 121'276 | 100'000 | 52'720 CHF | 44'503 CHF | 99.22% | 99.22% |
13.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'379 | 99'160 | 51'892 CHF | 41'098 CHF | 99.36% | 99.36% |
12.11.2024 | 2.05% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 108'171 | 100'000 | 52'305 CHF | 49'426 CHF | 100.00% | 100.00% |
11.11.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'120 CHF | 58'120 CHF | 100.00% | 100.00% |
08.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'673 CHF | 56'673 CHF | 100.00% | 100.00% |
07.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'744 | 97'395 | 56'278 CHF | 55'968 CHF | 98.73% | 98.73% |