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 | 2.15% | 0.46 CHF | 0.51 CHF | 110'000 | 10'000 | 100'000 | 10'000 | 51'398 CHF | 5'251 CHF | 14.13% | 100.00% |
19.11.2024 | 2.58% | 0.47 CHF | 0.48 CHF | 110'000 | 10'000 | 36'250 | 10'000 | 16'159 CHF | 4'542 CHF | 100.00% | 100.00% |
18.11.2024 | 3.12% | 0.45 CHF | 0.47 CHF | 30'000 | 10'000 | 26'692 | 8'897 | 12'437 CHF | 4'269 CHF | 100.00% | 100.00% |
15.11.2024 | 3.02% | 0.49 CHF | 0.50 CHF | 30'000 | 10'000 | 20'885 | 8'177 | 10'771 CHF | 4'291 CHF | 99.99% | 99.99% |
14.11.2024 | 2.51% | 0.48 CHF | 0.49 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 14'419 CHF | 4'929 CHF | 99.43% | 99.43% |
13.11.2024 | 2.49% | 0.52 CHF | 0.53 CHF | 30'000 | 10'000 | 29'812 | 9'937 | 14'078 CHF | 4'810 CHF | 98.87% | 98.87% |
12.11.2024 | 2.38% | 0.47 CHF | 0.48 CHF | 30'000 | 10'000 | 35'654 | 10'000 | 17'708 CHF | 5'061 CHF | 99.99% | 99.99% |
11.11.2024 | 2.00% | 0.55 CHF | 0.56 CHF | 5'000 | 10'000 | 29'999 | 10'000 | 17'264 CHF | 5'871 CHF | 83.59% | 100.00% |
08.11.2024 | 2.20% | 0.53 CHF | 0.54 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 16'021 CHF | 5'459 CHF | 100.00% | 100.00% |
07.11.2024 | 2.43% | 0.49 CHF | 0.51 CHF | 30'000 | 10'000 | 29'221 | 9'740 | 15'142 CHF | 5'168 CHF | 99.05% | 99.05% |