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 | 8.56% | 0.53 CHF | 0.58 CHF | 100'000 | 50'000 | 90'815 | 50'000 | 53'583 CHF | 32'160 CHF | 100.00% | 100.00% |
19.11.2024 | 5.32% | 0.56 CHF | 0.59 CHF | 90'000 | 50'000 | 90'187 | 50'000 | 52'721 CHF | 30'834 CHF | 100.00% | 100.00% |
18.11.2024 | 6.62% | 0.51 CHF | 0.54 CHF | 100'000 | 50'000 | 101'311 | 46'882 | 51'161 CHF | 25'307 CHF | 89.05% | 89.05% |
15.11.2024 | 5.95% | 0.51 CHF | 0.54 CHF | 100'000 | 50'000 | 100'185 | 50'000 | 51'071 CHF | 27'052 CHF | 100.00% | 100.00% |
14.11.2024 | 5.95% | 0.51 CHF | 0.55 CHF | 100'000 | 50'000 | 100'589 | 50'000 | 51'059 CHF | 26'942 CHF | 96.31% | 96.31% |
13.11.2024 | 6.74% | 0.49 CHF | 0.52 CHF | 110'000 | 50'000 | 110'814 | 49'234 | 51'626 CHF | 24'533 CHF | 73.30% | 73.30% |
12.11.2024 | 5.88% | 0.51 CHF | 0.54 CHF | 100'000 | 50'000 | 100'355 | 50'000 | 51'622 CHF | 27'281 CHF | 100.00% | 100.00% |
11.11.2024 | 6.25% | 0.49 CHF | 0.52 CHF | 110'000 | 50'000 | 109'864 | 50'000 | 52'748 CHF | 25'555 CHF | 100.00% | 100.00% |
08.11.2024 | 6.52% | 0.46 CHF | 0.49 CHF | 116'566 | 50'000 | 123'462 | 50'000 | 48'290 CHF | 20'908 CHF | 67.18% | 67.18% |
07.11.2024 | 7.53% | 0.37 CHF | 0.40 CHF | 125'660 | 50'000 | 123'516 | 48'687 | 48'965 CHF | 20'794 CHF | 96.26% | 96.26% |