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 | 1.82% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 97'431 | 50'000 | 53'130 CHF | 27'791 CHF | 100.00% | 100.00% |
19.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 98'279 | 50'000 | 53'561 CHF | 27'773 CHF | 99.40% | 99.40% |
18.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'761 | 50'000 | 53'174 CHF | 27'154 CHF | 100.00% | 100.00% |
15.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 101'450 | 50'000 | 51'037 CHF | 25'664 CHF | 100.00% | 100.00% |
14.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'726 CHF | 26'363 CHF | 99.52% | 99.52% |
13.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'826 | 49'704 | 52'076 CHF | 26'187 CHF | 99.32% | 99.32% |
12.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'989 CHF | 29'383 CHF | 100.00% | 100.00% |
11.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'969 CHF | 30'483 CHF | 100.00% | 100.00% |
08.11.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 95'569 | 50'000 | 52'648 CHF | 28'093 CHF | 100.00% | 100.00% |
07.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 99'923 | 48'703 | 54'293 CHF | 26'972 CHF | 99.13% | 99.13% |