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 | 1.54% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 95'077 | 95'077 | 61'281 CHF | 62'231 CHF | 99.41% | 99.41% |
19.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'729 | 99'729 | 63'783 CHF | 64'780 CHF | 97.56% | 97.56% |
18.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 97'140 | 97'140 | 63'104 CHF | 64'075 CHF | 97.59% | 97.59% |
15.11.2024 | 1.69% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'817 CHF | 59'817 CHF | 98.27% | 98.27% |
14.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'170 CHF | 52'170 CHF | 98.74% | 98.74% |
13.11.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'421 | 100'421 | 49'931 CHF | 50'935 CHF | 98.10% | 98.10% |
12.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 28'877 CHF | 29'507 CHF | 99.14% | 99.14% |
11.11.2024 | 2.45% | 0.45 CHF | 0.46 CHF | 63'000 | 63'000 | 70'841 | 70'841 | 28'499 CHF | 29'207 CHF | 99.25% | 99.25% |
08.11.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 64'712 | 64'707 | 26'351 CHF | 26'996 CHF | 99.31% | 99.31% |
07.11.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'554 CHF | 28'184 CHF | 98.71% | 98.71% |