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 | 2.07% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 108'103 | 50'000 | 51'690 CHF | 24'437 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'421 | 50'000 | 52'914 CHF | 24'473 CHF | 99.40% | 99.40% |
18.11.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 106'224 | 50'000 | 52'221 CHF | 25'104 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'455 CHF | 26'728 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'992 CHF | 25'996 CHF | 99.52% | 99.52% |
13.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 101'633 | 49'704 | 51'989 CHF | 25'940 CHF | 99.32% | 99.32% |
12.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 114'151 | 50'000 | 51'555 CHF | 23'087 CHF | 79.68% | 79.68% |
11.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 114'631 | 50'000 | 114'477 | 50'000 | 49'432 CHF | 22'090 CHF | 100.00% | 100.00% |
08.11.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 114'471 | 50'000 | 105'817 | 50'000 | 51'483 CHF | 24'856 CHF | 76.41% | 76.41% |
07.11.2024 | 2.13% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'004 | 48'703 | 53'229 CHF | 24'295 CHF | 99.13% | 99.13% |