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 | 13.91% | 1.63 CHF | 1.73 CHF | 100'000 | 100'000 | 61'235 | 37'976 | 78'057 CHF | 56'653 CHF | 96.30% | 96.30% |
25.11.2024 | 12.25% | 1.25 CHF | 1.35 CHF | 50'000 | 50'000 | 43'016 | 19'651 | 57'741 CHF | 29'073 CHF | 89.67% | 89.67% |
22.11.2024 | 14.97% | 1.61 CHF | 1.76 CHF | 50'000 | 50'000 | 38'663 | 18'688 | 63'157 CHF | 34'171 CHF | 99.64% | 99.64% |
20.11.2024 | 11.76% | 1.71 CHF | 1.81 CHF | 100'000 | 100'000 | 53'029 | 37'372 | 79'525 CHF | 62'985 CHF | 99.62% | 99.62% |
19.11.2024 | 11.02% | 1.61 CHF | 1.71 CHF | 100'000 | 100'000 | 53'008 | 37'373 | 82'224 CHF | 63'834 CHF | 99.64% | 99.64% |
18.11.2024 | 14.34% | 1.32 CHF | 1.47 CHF | 50'000 | 50'000 | 36'037 | 18'707 | 60'131 CHF | 33'358 CHF | 99.42% | 99.42% |
15.11.2024 | 13.88% | 2.10 CHF | 2.25 CHF | 50'000 | 50'000 | 34'344 | 18'687 | 63'326 CHF | 39'853 CHF | 99.63% | 99.63% |
14.11.2024 | 11.53% | 1.64 CHF | 1.74 CHF | 50'000 | 50'000 | 42'169 | 18'677 | 61'995 CHF | 30'830 CHF | 99.60% | 99.60% |
13.11.2024 | 13.24% | 1.42 CHF | 1.52 CHF | 100'000 | 100'000 | 57'959 | 37'742 | 73'724 CHF | 54'077 CHF | 97.57% | 97.57% |
12.11.2024 | 7.92% | 1.24 CHF | 1.29 CHF | 100'000 | 100'000 | 61'544 | 37'445 | 67'690 CHF | 44'601 CHF | 99.23% | 99.23% |