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 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 101'931 | 100'000 | 50'710 CHF | 50'776 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'912 | 100'000 | 52'498 CHF | 48'766 CHF | 100.00% | 100.00% |
18.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'007 CHF | 47'370 CHF | 100.00% | 100.00% |
15.11.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'279 CHF | 48'526 CHF | 100.00% | 100.00% |
14.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 114'789 | 100'000 | 52'118 CHF | 46'452 CHF | 99.22% | 99.22% |
13.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 122'138 | 99'160 | 51'722 CHF | 43'012 CHF | 99.36% | 99.36% |
12.11.2024 | 1.97% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 102'530 | 100'000 | 51'643 CHF | 51'426 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'149 CHF | 60'149 CHF | 100.00% | 100.00% |
08.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'673 CHF | 58'673 CHF | 100.00% | 100.00% |
07.11.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'479 | 97'395 | 58'122 CHF | 57'916 CHF | 98.73% | 98.73% |