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 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'345 CHF | 26'673 CHF | 100.00% | 100.00% |
19.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 109'435 | 50'000 | 53'249 CHF | 24'832 CHF | 70.65% | 70.65% |
18.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'779 | 50'000 | 50'604 CHF | 25'611 CHF | 100.00% | 100.00% |
15.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'472 | 50'000 | 50'825 CHF | 25'797 CHF | 100.00% | 100.00% |
14.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'522 CHF | 27'261 CHF | 99.44% | 99.44% |
13.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 49'819 | 54'081 CHF | 27'446 CHF | 98.88% | 98.88% |
12.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 90'118 | 50'000 | 51'006 CHF | 28'800 CHF | 100.00% | 100.00% |
11.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'689 CHF | 30'327 CHF | 100.00% | 100.00% |
08.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'596 CHF | 30'831 CHF | 88.69% | 88.69% |
07.11.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'986 | 48'703 | 55'195 CHF | 30'377 CHF | 99.06% | 99.06% |