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 | 1.28% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 155'262 CHF | 157'262 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'588 CHF | 161'588 CHF | 93.14% | 93.14% |
18.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'226 CHF | 87'226 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'684 CHF | 95'684 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'280 CHF | 102'280 CHF | 99.57% | 99.57% |
13.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 99'704 | 99'704 | 97'486 CHF | 98'490 CHF | 99.31% | 99.31% |
12.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'841 CHF | 96'841 CHF | 100.00% | 100.00% |
11.11.2024 | 1.87% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 82'511 | 82'511 | 72'791 CHF | 73'945 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'847 CHF | 110'847 CHF | 100.00% | 100.00% |
07.11.2024 | 2.07% | 1.05 CHF | 1.07 CHF | 75'000 | 75'000 | 56'121 | 56'121 | 58'089 CHF | 59'152 CHF | 88.62% | 88.62% |