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 | 0.90% | 1.71 CHF | 1.72 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'034 CHF | 44'594 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 1.74 CHF | 1.75 CHF | 30'000 | 25'000 | 30'042 | 25'000 | 51'488 CHF | 43'269 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.79 CHF | 1.81 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'916 CHF | 46'148 CHF | 93.88% | 93.88% |
15.11.2024 | 0.86% | 1.90 CHF | 1.92 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'356 CHF | 47'367 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 1.71 CHF | 1.73 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'041 CHF | 43'793 CHF | 99.22% | 99.22% |
13.11.2024 | 0.85% | 1.68 CHF | 1.70 CHF | 30'000 | 25'000 | 32'229 | 24'942 | 54'128 CHF | 42'294 CHF | 99.36% | 99.36% |
12.11.2024 | 0.92% | 1.69 CHF | 1.71 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'335 CHF | 46'537 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.96 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'392 CHF | 49'062 CHF | 100.00% | 100.00% |
08.11.2024 | 1.42% | 1.84 CHF | 1.86 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 22'574 CHF | 22'897 CHF | 86.95% | 86.95% |
07.11.2024 | 0.94% | 1.73 CHF | 1.75 CHF | 30'000 | 25'000 | 32'590 | 24'739 | 54'920 CHF | 42'289 CHF | 98.73% | 98.73% |