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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.08% | 0.60 CHF | 0.61 CHF | 90'000 | 20'000 | 90'353 | 20'000 | 51'940 CHF | 11'740 CHF | 100.00% | 100.00% |
20.11.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 90'000 | 20'000 | 98'541 | 20'000 | 53'761 CHF | 11'116 CHF | 100.00% | 100.00% |
19.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 110'000 | 20'000 | 107'742 | 20'000 | 51'715 CHF | 9'815 CHF | 41.98% | 41.98% |
18.11.2024 | 2.28% | 0.53 CHF | 0.54 CHF | 100'000 | 20'000 | 99'660 | 20'000 | 53'244 CHF | 10'938 CHF | 94.79% | 94.79% |
15.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 20'000 | 90'485 | 20'000 | 51'445 CHF | 11'573 CHF | 100.00% | 100.00% |
14.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 20'000 | 96'185 | 20'000 | 52'590 CHF | 11'147 CHF | 99.44% | 99.44% |
13.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 111'371 | 20'000 | 111'153 | 19'918 | 49'485 CHF | 9'070 CHF | 87.95% | 87.95% |
12.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 20'000 | 109'967 | 20'000 | 52'778 CHF | 9'799 CHF | 43.39% | 43.39% |
11.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 109'571 | 25'000 | 101'301 | 25'000 | 51'085 CHF | 12'862 CHF | 10.76% | 10.76% |
08.11.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110'146 | 25'000 | 109'943 | 25'000 | 49'334 CHF | 11'469 CHF | 83.25% | 83.25% |