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 | 2.52% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 99'833 | 50'000 | 53'579 CHF | 27'519 CHF | 91.63% | 91.63% |
19.11.2024 | 3.09% | 0.49 CHF | 0.50 CHF | 107'858 | 50'000 | 106'855 | 50'000 | 52'144 CHF | 25'180 CHF | 94.40% | 94.40% |
18.11.2024 | 4.34% | 0.50 CHF | 0.51 CHF | 107'936 | 50'000 | 101'405 | 43'318 | 51'038 CHF | 22'706 CHF | 99.01% | 99.01% |
15.11.2024 | 3.28% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'212 CHF | 26'978 CHF | 100.00% | 100.00% |
14.11.2024 | 3.22% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 94'497 | 50'000 | 52'655 CHF | 28'791 CHF | 99.52% | 99.52% |
13.11.2024 | 3.15% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'468 | 49'383 | 53'815 CHF | 27'575 CHF | 99.32% | 99.32% |
12.11.2024 | 2.92% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'492 CHF | 27'538 CHF | 100.00% | 100.00% |
11.11.2024 | 3.32% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 93'883 | 50'000 | 52'613 CHF | 29'002 CHF | 60.53% | 60.53% |
08.11.2024 | 3.41% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'549 CHF | 26'668 CHF | 100.00% | 100.00% |
07.11.2024 | 3.32% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 100'111 | 48'444 | 51'493 CHF | 25'772 CHF | 99.12% | 99.12% |