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% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 108'028 | 50'000 | 52'465 CHF | 24'797 CHF | 100.00% | 100.00% |
19.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 109'467 | 50'000 | 52'219 CHF | 24'358 CHF | 100.00% | 100.00% |
18.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'227 CHF | 26'614 CHF | 100.00% | 100.00% |
15.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 91'654 | 50'000 | 51'473 CHF | 28'593 CHF | 100.00% | 100.00% |
14.11.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'431 | 50'000 | 52'080 CHF | 26'772 CHF | 99.44% | 99.44% |
13.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'856 | 49'519 | 51'133 CHF | 25'607 CHF | 98.88% | 98.88% |
12.11.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'987 CHF | 26'993 CHF | 100.00% | 100.00% |
11.11.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 85'970 | 50'000 | 53'330 CHF | 31'544 CHF | 100.00% | 100.00% |
08.11.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 84'839 | 25'000 | 53'227 CHF | 15'955 CHF | 100.00% | 100.00% |
07.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'000 | 24'740 | 52'429 CHF | 18'779 CHF | 99.06% | 99.06% |