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 | 2.01% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 105'739 | 75'000 | 52'135 CHF | 37'789 CHF | 100.00% | 100.00% |
19.11.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 88'738 | 73'453 | 51'828 CHF | 43'666 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 98'427 | 75'000 | 52'927 CHF | 41'278 CHF | 100.00% | 100.00% |
15.11.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 99'169 | 75'000 | 52'464 CHF | 40'544 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 92'402 | 75'000 | 52'442 CHF | 43'361 CHF | 99.52% | 99.52% |
13.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 74'146 | 52'972 CHF | 49'842 CHF | 99.32% | 99.32% |
12.11.2024 | 1.64% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 88'706 | 75'000 | 53'655 CHF | 46'151 CHF | 100.00% | 100.00% |
11.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'089 CHF | 44'158 CHF | 100.00% | 100.00% |
08.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'808 | 75'000 | 54'703 CHF | 46'437 CHF | 100.00% | 100.00% |
07.11.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'339 | 72'406 | 52'236 CHF | 42'512 CHF | 99.12% | 99.12% |