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 | 1.87% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'013 CHF | 27'007 CHF | 100.00% | 100.00% |
19.11.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'825 | 50'000 | 52'178 CHF | 26'638 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 90'111 | 50'000 | 51'120 CHF | 28'866 CHF | 100.00% | 100.00% |
15.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'652 CHF | 30'862 CHF | 100.00% | 100.00% |
14.11.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 93'371 | 50'000 | 53'191 CHF | 29'041 CHF | 99.44% | 99.44% |
13.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 96'235 | 49'519 | 53'245 CHF | 27'916 CHF | 98.88% | 98.88% |
12.11.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 90'260 | 50'000 | 51'933 CHF | 29'272 CHF | 100.00% | 100.00% |
11.11.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'340 CHF | 33'838 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 79'993 | 25'000 | 53'767 CHF | 17'054 CHF | 100.00% | 100.00% |
07.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 24'740 | 55'516 CHF | 19'869 CHF | 99.06% | 99.06% |