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 | 0.68% | 1.47 CHF | 1.48 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 66'330 CHF | 66'780 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 67'606 CHF | 68'056 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 63'489 CHF | 63'889 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 72'046 CHF | 72'496 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 68'387 CHF | 68'837 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'758 CHF | 77'258 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'847 CHF | 71'347 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'639 CHF | 68'139 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'339 CHF | 71'839 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'406 CHF | 70'906 CHF | 100.00% | 100.00% |