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 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'488 | 100'000 | 52'153 CHF | 50'476 CHF | 99.00% | 99.00% |
19.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'433 | 100'000 | 51'189 CHF | 43'509 CHF | 100.00% | 100.00% |
18.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 121'587 | 100'000 | 51'625 CHF | 43'479 CHF | 100.00% | 100.00% |
15.11.2024 | 2.14% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 112'829 | 100'000 | 52'029 CHF | 47'213 CHF | 100.00% | 100.00% |
14.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'002 | 100'000 | 52'020 CHF | 53'018 CHF | 99.22% | 99.22% |
13.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 55'850 CHF | 56'505 CHF | 99.36% | 99.36% |
12.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'339 | 100'000 | 62'904 CHF | 63'742 CHF | 100.00% | 100.00% |
11.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'266 | 100'000 | 52'495 CHF | 53'365 CHF | 99.41% | 99.41% |
08.11.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 110'428 | 100'000 | 52'391 CHF | 48'594 CHF | 100.00% | 100.00% |
07.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 54'758 CHF | 54'368 CHF | 98.73% | 98.73% |