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 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'435 CHF | 52'435 CHF | 100.00% | 100.00% |
19.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'131 CHF | 55'131 CHF | 85.49% | 85.49% |
18.11.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'621 CHF | 66'621 CHF | 100.00% | 100.00% |
15.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'614 CHF | 63'614 CHF | 100.00% | 100.00% |
14.11.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'204 CHF | 111'204 CHF | 99.27% | 99.27% |
13.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 197'440 | 197'440 | 95'712 CHF | 97'686 CHF | 99.40% | 99.40% |
12.11.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'612 CHF | 49'612 CHF | 100.00% | 100.00% |
11.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'670 CHF | 59'670 CHF | 100.00% | 100.00% |
08.11.2024 | 2.07% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 66'415 | 66'415 | 43'950 CHF | 44'778 CHF | 96.73% | 96.73% |
07.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'583 CHF | 80'333 CHF | 91.73% | 91.73% |