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 | 2.02% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 107'265 | 50'000 | 52'643 CHF | 25'063 CHF | 100.00% | 100.00% |
19.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 104'467 | 50'000 | 51'335 CHF | 25'097 CHF | 99.40% | 99.40% |
18.11.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 102'595 | 50'000 | 51'629 CHF | 25'681 CHF | 100.00% | 100.00% |
15.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'673 CHF | 27'337 CHF | 100.00% | 100.00% |
14.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'274 CHF | 26'637 CHF | 99.52% | 99.52% |
13.11.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 49'704 | 52'427 CHF | 26'557 CHF | 99.32% | 99.32% |
12.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'043 | 50'000 | 51'191 CHF | 23'760 CHF | 100.00% | 100.00% |
11.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 114'620 | 50'000 | 114'098 | 50'000 | 50'901 CHF | 22'809 CHF | 100.00% | 100.00% |
08.11.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 104'622 | 50'000 | 51'406 CHF | 25'110 CHF | 100.00% | 100.00% |
07.11.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 102'222 | 48'703 | 51'024 CHF | 24'819 CHF | 99.13% | 99.13% |