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 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'679 | 50'000 | 54'424 CHF | 27'802 CHF | 100.00% | 100.00% |
19.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'996 | 50'000 | 51'233 CHF | 25'872 CHF | 99.94% | 99.94% |
18.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'378 CHF | 26'689 CHF | 100.00% | 100.00% |
15.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'017 CHF | 27'009 CHF | 100.00% | 100.00% |
14.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 94'197 | 50'000 | 52'540 CHF | 28'407 CHF | 99.44% | 99.44% |
13.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'160 | 49'819 | 50'830 CHF | 28'589 CHF | 98.88% | 98.88% |
12.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'073 CHF | 29'985 CHF | 100.00% | 100.00% |
11.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 88'500 | 50'000 | 54'822 CHF | 31'484 CHF | 100.00% | 100.00% |
08.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 81'999 | 50'000 | 51'480 CHF | 31'901 CHF | 88.69% | 88.69% |
07.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'000 | 48'703 | 51'069 CHF | 31'589 CHF | 99.06% | 99.06% |