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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 107'204 | 75'000 | 51'966 CHF | 37'197 CHF | 100.00% | 100.00% |
25.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'686 CHF | 54'686 CHF | 98.75% | 98.75% |
22.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 103'014 | 100'000 | 52'435 CHF | 51'972 CHF | 100.00% | 100.00% |
20.11.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 103'418 | 100'000 | 51'518 CHF | 51'102 CHF | 90.21% | 90.21% |
19.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'303 | 100'000 | 51'884 CHF | 48'527 CHF | 100.00% | 100.00% |
18.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'517 | 100'000 | 52'668 CHF | 50'495 CHF | 99.38% | 99.38% |
15.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 97'045 | 75'000 | 53'303 CHF | 41'969 CHF | 100.00% | 100.00% |
14.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'418 CHF | 56'418 CHF | 99.22% | 99.22% |
13.11.2024 | 2.53% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 101'212 | 99'159 | 51'468 CHF | 51'736 CHF | 99.36% | 99.36% |
12.11.2024 | 1.76% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 91'877 | 75'000 | 51'876 CHF | 43'165 CHF | 100.00% | 100.00% |