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 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'816 CHF | 40'398 CHF | 100.00% | 100.00% |
19.11.2024 | 2.27% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'346 | 50'000 | 51'904 CHF | 24'310 CHF | 99.99% | 99.99% |
18.11.2024 | 2.63% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 105'266 | 63'971 | 51'619 CHF | 32'044 CHF | 100.00% | 100.00% |
15.11.2024 | 2.38% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 118'451 | 50'000 | 51'984 CHF | 22'513 CHF | 99.90% | 99.90% |
14.11.2024 | 2.61% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 111'173 | 48'156 | 49'204 CHF | 21'883 CHF | 97.31% | 97.31% |
13.11.2024 | 2.15% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'723 | 74'124 | 51'094 CHF | 38'417 CHF | 98.65% | 98.65% |
12.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 107'773 | 50'000 | 52'441 CHF | 24'913 CHF | 96.80% | 96.80% |
11.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 96'127 | 50'000 | 53'600 CHF | 28'450 CHF | 99.56% | 99.56% |
08.11.2024 | 1.97% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 98'246 | 50'000 | 53'814 CHF | 27'945 CHF | 99.41% | 99.41% |
07.11.2024 | 2.10% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 85'252 | 47'981 | 50'414 CHF | 28'961 CHF | 97.83% | 97.83% |