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 | 1.72% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'745 CHF | 29'247 CHF | 100.00% | 100.00% |
19.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'688 CHF | 27'344 CHF | 99.94% | 99.94% |
18.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 96'172 | 50'000 | 53'233 CHF | 28'189 CHF | 100.00% | 100.00% |
15.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 93'333 | 50'000 | 52'049 CHF | 28'398 CHF | 100.00% | 100.00% |
14.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'932 CHF | 29'907 CHF | 99.44% | 99.44% |
13.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 49'819 | 53'442 CHF | 30'083 CHF | 98.88% | 98.88% |
12.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'908 | 50'000 | 55'619 CHF | 31'432 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'892 CHF | 32'932 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'604 CHF | 33'378 CHF | 88.69% | 88.69% |
07.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 48'703 | 53'381 CHF | 33'006 CHF | 99.06% | 99.06% |