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 | 2.47% | 0.93 CHF | 0.95 CHF | 60'000 | 20'000 | 56'473 | 20'000 | 54'778 CHF | 19'928 CHF | 100.00% | 100.00% |
19.11.2024 | 2.42% | 0.94 CHF | 0.96 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 55'619 CHF | 18'994 CHF | 100.00% | 100.00% |
18.11.2024 | 2.89% | 0.94 CHF | 0.96 CHF | 60'000 | 20'000 | 60'000 | 17'243 | 55'447 CHF | 16'392 CHF | 100.00% | 100.00% |
15.11.2024 | 2.31% | 0.96 CHF | 0.99 CHF | 60'000 | 20'000 | 59'739 | 20'000 | 58'392 CHF | 20'007 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 1.02 CHF | 1.05 CHF | 50'000 | 20'000 | 52'328 | 20'000 | 52'698 CHF | 20'598 CHF | 99.22% | 99.22% |
13.11.2024 | 2.46% | 0.96 CHF | 0.99 CHF | 60'000 | 20'000 | 60'000 | 19'750 | 56'198 CHF | 18'963 CHF | 99.36% | 99.36% |
12.11.2024 | 2.24% | 0.96 CHF | 0.98 CHF | 60'000 | 20'000 | 56'232 | 20'000 | 55'658 CHF | 20'262 CHF | 100.00% | 100.00% |
11.11.2024 | 2.08% | 1.03 CHF | 1.05 CHF | 50'000 | 20'000 | 50'190 | 20'000 | 54'322 CHF | 22'108 CHF | 100.00% | 100.00% |
08.11.2024 | 2.38% | 1.03 CHF | 1.05 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 51'218 CHF | 20'981 CHF | 100.00% | 100.00% |
07.11.2024 | 2.36% | 1.00 CHF | 1.02 CHF | 50'000 | 20'000 | 51'108 | 19'349 | 51'389 CHF | 19'956 CHF | 98.73% | 98.73% |