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 | 1.76% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 92'626 | 50'000 | 52'228 CHF | 28'726 CHF | 100.00% | 100.00% |
19.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 91'886 | 50'000 | 51'898 CHF | 28'756 CHF | 99.40% | 99.40% |
18.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 96'618 | 50'000 | 53'318 CHF | 28'117 CHF | 100.00% | 100.00% |
15.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'060 CHF | 26'530 CHF | 100.00% | 100.00% |
14.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'517 CHF | 27'258 CHF | 99.52% | 99.52% |
13.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 98'688 | 49'704 | 52'772 CHF | 27'100 CHF | 99.32% | 99.32% |
12.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'691 CHF | 30'329 CHF | 100.00% | 100.00% |
11.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'346 | 50'000 | 55'098 CHF | 31'339 CHF | 100.00% | 100.00% |
08.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 93'311 | 50'000 | 53'138 CHF | 29'009 CHF | 100.00% | 100.00% |
07.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 90'941 | 48'703 | 51'092 CHF | 27'875 CHF | 99.13% | 99.13% |