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 | 2.38% | 0.51 CHF | 0.52 CHF | 100'000 | 20'000 | 100'000 | 20'000 | 52'910 CHF | 10'837 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 90'000 | 20'000 | 89'024 | 20'000 | 53'239 CHF | 12'168 CHF | 100.00% | 100.00% |
18.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 20'000 | 98'233 | 20'000 | 53'300 CHF | 11'062 CHF | 94.79% | 94.79% |
15.11.2024 | 2.41% | 0.51 CHF | 0.52 CHF | 100'000 | 20'000 | 100'139 | 20'000 | 51'204 CHF | 10'477 CHF | 100.00% | 100.00% |
14.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 20'000 | 98'878 | 20'000 | 52'624 CHF | 10'853 CHF | 99.44% | 99.44% |
13.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 20'000 | 82'547 | 19'927 | 52'336 CHF | 12'844 CHF | 98.88% | 98.88% |
12.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 90'000 | 20'000 | 53'301 CHF | 12'045 CHF | 100.00% | 100.00% |
11.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'393 CHF | 14'804 CHF | 100.00% | 100.00% |
08.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 82'084 | 25'000 | 51'956 CHF | 16'083 CHF | 100.00% | 100.00% |
07.11.2024 | 1.72% | 0.64 CHF | 0.65 CHF | 80'000 | 20'000 | 89'136 | 19'481 | 54'017 CHF | 12'024 CHF | 99.06% | 99.06% |