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 | 2.00% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'632 CHF | 50'544 CHF | 99.37% | 99.37% |
19.11.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'755 CHF | 48'585 CHF | 99.38% | 99.38% |
18.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'396 CHF | 49'132 CHF | 97.50% | 97.50% |
15.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'405 CHF | 52'135 CHF | 99.38% | 99.38% |
14.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'266 CHF | 50'422 CHF | 99.37% | 99.37% |
13.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'721 CHF | 50'907 CHF | 96.99% | 96.99% |
12.11.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'913 CHF | 46'971 CHF | 96.79% | 96.79% |
11.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'685 CHF | 45'562 CHF | 98.25% | 98.25% |
08.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'490 CHF | 43'163 CHF | 99.27% | 99.27% |
07.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'257 CHF | 41'086 CHF | 98.68% | 98.68% |