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 | 2.64% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 126'612 | 126'612 | 47'331 CHF | 48'597 CHF | 100.00% | 100.00% |
19.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 130'000 | 130'000 | 126'610 | 126'610 | 45'441 CHF | 46'707 CHF | 100.00% | 100.00% |
18.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 140'000 | 140'000 | 136'355 | 136'355 | 46'713 CHF | 48'076 CHF | 100.00% | 100.00% |
15.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 141'862 | 141'862 | 45'115 CHF | 46'534 CHF | 100.00% | 100.00% |
14.11.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 140'000 | 140'000 | 138'556 | 138'556 | 40'073 CHF | 41'458 CHF | 99.36% | 99.36% |
13.11.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 145'148 | 145'148 | 44'804 CHF | 46'255 CHF | 100.00% | 100.00% |
12.11.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 140'000 | 140'000 | 136'814 | 136'814 | 42'297 CHF | 43'665 CHF | 68.32% | 100.00% |
11.11.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 130'000 | 130'000 | 126'610 | 126'610 | 46'573 CHF | 47'839 CHF | 99.93% | 99.93% |
08.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 116'873 | 116'873 | 48'831 CHF | 49'999 CHF | 99.98% | 99.98% |
07.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 116'826 | 116'826 | 60'763 CHF | 61'932 CHF | 98.53% | 98.53% |