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 | 1.76% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'444 CHF | 57'444 CHF | 99.38% | 99.38% |
19.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'133 CHF | 57'133 CHF | 95.55% | 95.55% |
18.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'961 CHF | 55'961 CHF | 99.31% | 99.31% |
15.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'261 CHF | 54'261 CHF | 99.35% | 99.35% |
14.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'401 CHF | 56'401 CHF | 99.26% | 99.26% |
13.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 89'210 | 89'210 | 48'653 CHF | 49'545 CHF | 99.09% | 99.09% |
12.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'505 CHF | 28'005 CHF | 98.41% | 98.41% |
11.11.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'112 CHF | 27'612 CHF | 98.94% | 98.94% |
08.11.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 56'349 | 56'349 | 28'145 CHF | 28'709 CHF | 99.40% | 99.40% |
07.11.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 63'000 | 63'000 | 51'772 | 51'772 | 26'556 CHF | 27'074 CHF | 99.10% | 99.10% |