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 | 3.68% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 90'820 | 50'000 | 52'222 CHF | 29'844 CHF | 100.00% | 100.00% |
19.11.2024 | 3.79% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 91'919 | 50'000 | 51'854 CHF | 29'313 CHF | 100.00% | 100.00% |
18.11.2024 | 4.86% | 0.52 CHF | 0.55 CHF | 100'000 | 50'000 | 100'023 | 44'486 | 52'042 CHF | 24'274 CHF | 100.00% | 100.00% |
15.11.2024 | 4.15% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'564 CHF | 27'395 CHF | 100.00% | 100.00% |
14.11.2024 | 3.89% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'526 CHF | 27'306 CHF | 99.27% | 99.27% |
13.11.2024 | 4.15% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 103'240 | 49'435 | 51'297 CHF | 25'611 CHF | 99.40% | 99.40% |
12.11.2024 | 3.85% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 99'747 | 50'000 | 53'161 CHF | 27'696 CHF | 100.00% | 100.00% |
11.11.2024 | 4.14% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'393 CHF | 26'781 CHF | 100.00% | 100.00% |
08.11.2024 | 4.25% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 113'538 | 50'000 | 52'482 CHF | 24'172 CHF | 100.00% | 100.00% |
07.11.2024 | 4.61% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 113'076 | 48'722 | 51'607 CHF | 23'281 CHF | 98.89% | 98.89% |