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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | - | 0.46 CHF | - CHF | 110'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
20.11.2024 | 1.95% | 0.48 CHF | 0.51 CHF | 110'000 | 75'000 | 100'000 | 75'000 | 50'732 CHF | 38'799 CHF | 14.13% | 100.00% |
19.11.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'514 CHF | 40'135 CHF | 100.00% | 100.00% |
18.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 50'770 CHF | 38'827 CHF | 100.00% | 100.00% |
15.11.2024 | 2.20% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 67'251 | 55'297 | 33'962 CHF | 28'545 CHF | 94.50% | 94.50% |
14.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 103'470 | 75'000 | 51'419 CHF | 38'047 CHF | 99.22% | 99.22% |
13.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 115'508 | 74'160 | 52'602 CHF | 34'540 CHF | 99.36% | 99.36% |
12.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'697 CHF | 40'273 CHF | 100.00% | 100.00% |
11.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'857 CHF | 39'643 CHF | 100.00% | 100.00% |
08.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 107'065 | 75'000 | 52'625 CHF | 37'635 CHF | 100.00% | 100.00% |