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 | 2.04% | 0.50 CHF | 0.51 CHF | 109'271 | 50'000 | 109'785 | 50'000 | 53'184 CHF | 24'722 CHF | 53.19% | 53.19% |
19.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 111'085 | 50'000 | 50'373 CHF | 23'177 CHF | 52.64% | 52.64% |
18.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'003 | 50'000 | 51'581 CHF | 23'945 CHF | 98.61% | 98.61% |
15.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'242 CHF | 24'246 CHF | 100.00% | 100.00% |
14.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'354 CHF | 25'677 CHF | 99.44% | 99.44% |
13.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'023 | 49'803 | 50'808 CHF | 25'800 CHF | 90.67% | 90.67% |
12.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'270 CHF | 27'135 CHF | 100.00% | 100.00% |
11.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 90'055 | 50'000 | 50'760 CHF | 28'683 CHF | 100.00% | 100.00% |
08.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'470 CHF | 29'094 CHF | 88.69% | 88.69% |
07.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 48'703 | 52'261 CHF | 28'782 CHF | 99.06% | 99.06% |