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 | 3.90% | 0.85 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'885 CHF | 39'385 CHF | 100.00% | 100.00% |
19.11.2024 | 3.21% | 0.87 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'086 CHF | 47'586 CHF | 100.00% | 100.00% |
18.11.2024 | 3.48% | 0.79 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'393 CHF | 43'893 CHF | 98.98% | 98.98% |
15.11.2024 | 3.82% | 0.89 CHF | 0.92 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'349 CHF | 48'149 CHF | 100.00% | 100.00% |
14.11.2024 | 4.22% | 0.65 CHF | 0.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'755 CHF | 43'555 CHF | 100.00% | 100.00% |
13.11.2024 | 4.00% | 0.75 CHF | 0.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'104 CHF | 45'904 CHF | 99.88% | 99.88% |
12.11.2024 | 5.14% | 0.61 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'156 CHF | 35'956 CHF | 100.00% | 100.00% |
11.11.2024 | 5.29% | 0.51 CHF | 0.54 CHF | 60'000 | 60'000 | 59'969 | 59'969 | 33'285 CHF | 35'085 CHF | 100.00% | 100.00% |
08.11.2024 | 4.26% | 0.68 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'341 CHF | 43'141 CHF | 100.00% | 100.00% |
07.11.2024 | 4.17% | 0.68 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'286 CHF | 44'086 CHF | 99.67% | 99.67% |