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 | 1.08% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'059 CHF | 93'353 CHF | 99.34% | 99.34% |
19.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'954 CHF | 92'318 CHF | 99.34% | 99.34% |
18.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'046 CHF | 93'015 CHF | 94.69% | 94.69% |
15.11.2024 | 1.29% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'817 CHF | 78'272 CHF | 99.36% | 99.36% |
14.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'340 CHF | 72'780 CHF | 99.35% | 99.35% |
13.11.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'060 CHF | 66'020 CHF | 93.56% | 93.56% |
12.11.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 152'894 CHF | 51'965 CHF | 96.93% | 96.93% |
11.11.2024 | 1.90% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'762 CHF | 53'254 CHF | 99.38% | 99.38% |
08.11.2024 | 1.98% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'062 CHF | 51'021 CHF | 90.81% | 90.81% |
07.11.2024 | 1.52% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'623 CHF | 66'874 CHF | 88.27% | 88.27% |