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 | 1.68% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 90'000 | 20'000 | 53'181 CHF | 12'018 CHF | 100.00% | 100.00% |
19.11.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90'000 | 20'000 | 99'701 | 20'000 | 52'170 CHF | 10'675 CHF | 100.00% | 100.00% |
18.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 90'000 | 20'000 | 91'134 | 20'000 | 52'940 CHF | 11'827 CHF | 94.79% | 94.79% |
15.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 20'000 | 89'626 | 20'000 | 54'916 CHF | 12'456 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 20'000 | 90'249 | 20'000 | 53'443 CHF | 12'046 CHF | 99.44% | 99.44% |
13.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 20'000 | 105'896 | 19'927 | 51'991 CHF | 9'995 CHF | 98.88% | 98.88% |
12.11.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 100'000 | 20'000 | 100'000 | 20'000 | 53'473 CHF | 10'895 CHF | 100.00% | 100.00% |
11.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 98'819 | 25'000 | 53'918 CHF | 13'895 CHF | 100.00% | 100.00% |
08.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 104'074 | 25'000 | 51'823 CHF | 12'710 CHF | 27.75% | 27.75% |
07.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 110'000 | 20'000 | 100'004 | 19'476 | 52'452 CHF | 10'407 CHF | 98.13% | 98.13% |