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 | 1.14% | 0.86 CHF | 0.87 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 39'338 CHF | 39'788 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 40'101 CHF | 40'551 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 40'140 CHF | 40'590 CHF | 100.00% | 100.00% |
15.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 39'447 CHF | 39'897 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'853 CHF | 44'353 CHF | 100.00% | 100.00% |
13.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'168 CHF | 40'668 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'155 CHF | 41'655 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 39'300 CHF | 39'750 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 40'079 CHF | 40'529 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 41'969 CHF | 42'419 CHF | 100.00% | 100.00% |