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 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 96'779 | 50'000 | 53'350 CHF | 28'149 CHF | 100.00% | 100.00% |
19.11.2024 | 2.08% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'314 | 50'000 | 51'614 CHF | 26'271 CHF | 100.00% | 100.00% |
18.11.2024 | 2.02% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'439 | 50'000 | 54'217 CHF | 27'821 CHF | 100.00% | 100.00% |
15.11.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 101'306 | 50'000 | 53'247 CHF | 26'864 CHF | 100.00% | 100.00% |
14.11.2024 | 1.96% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 93'561 | 50'000 | 52'080 CHF | 28'400 CHF | 99.52% | 99.52% |
13.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 96'789 | 49'700 | 52'865 CHF | 27'717 CHF | 98.35% | 98.35% |
12.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 89'923 | 50'000 | 54'463 CHF | 30'806 CHF | 99.93% | 99.93% |
11.11.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'509 CHF | 33'349 CHF | 100.00% | 100.00% |
08.11.2024 | 1.86% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'745 CHF | 30'419 CHF | 100.00% | 100.00% |
07.11.2024 | 1.90% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 89'636 | 48'695 | 53'993 CHF | 29'904 CHF | 98.50% | 98.50% |