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 | 1.24% | 0.78 CHF | 0.79 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 56'295 CHF | 16'284 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 60'000 | 20'000 | 60'047 | 20'000 | 52'391 CHF | 17'651 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 20'000 | 68'633 | 20'000 | 56'006 CHF | 16'533 CHF | 94.79% | 94.79% |
15.11.2024 | 1.47% | 0.78 CHF | 0.79 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 54'990 CHF | 15'944 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 70'000 | 20'000 | 68'982 | 20'000 | 55'574 CHF | 16'323 CHF | 99.44% | 99.44% |
13.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 20'000 | 60'000 | 19'927 | 54'464 CHF | 18'290 CHF | 98.88% | 98.88% |
12.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 51'981 CHF | 17'527 CHF | 100.00% | 100.00% |
11.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'300 CHF | 21'625 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'382 CHF | 22'909 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 0.91 CHF | 0.92 CHF | 60'000 | 20'000 | 60'000 | 19'481 | 52'873 CHF | 17'383 CHF | 99.06% | 99.06% |