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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'754 CHF | 56'754 CHF | 99.38% | 99.38% |
20.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'056 CHF | 60'056 CHF | 99.37% | 99.37% |
19.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'164 CHF | 59'164 CHF | 99.30% | 99.30% |
18.11.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'621 CHF | 54'621 CHF | 99.28% | 99.28% |
15.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 118'279 | 118'279 | 57'678 CHF | 58'861 CHF | 99.39% | 99.39% |
14.11.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 126'691 | 126'691 | 53'857 CHF | 55'124 CHF | 99.37% | 99.37% |
13.11.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 146'053 | 146'053 | 56'318 CHF | 57'779 CHF | 99.35% | 99.35% |
12.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'262 | 150'262 | 55'753 CHF | 57'256 CHF | 99.08% | 99.08% |
11.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'283 CHF | 53'783 CHF | 99.27% | 99.27% |
08.11.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'414 CHF | 55'914 CHF | 99.39% | 99.39% |