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 | 1.73% | 0.60 CHF | 0.61 CHF | 90'000 | 20'000 | 90'053 | 20'000 | 51'748 CHF | 11'693 CHF | 100.00% | 100.00% |
19.11.2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100'000 | 20'000 | 102'865 | 20'000 | 52'052 CHF | 10'333 CHF | 100.00% | 100.00% |
18.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 20'000 | 92'484 | 20'000 | 52'042 CHF | 11'467 CHF | 94.79% | 94.79% |
15.11.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 20'000 | 90'000 | 20'000 | 53'656 CHF | 12'124 CHF | 100.00% | 100.00% |
14.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90'000 | 20'000 | 91'131 | 20'000 | 52'368 CHF | 11'702 CHF | 99.44% | 99.44% |
13.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 112'078 | 20'000 | 110'011 | 19'919 | 52'281 CHF | 9'668 CHF | 88.44% | 88.44% |
12.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100'000 | 20'000 | 100'009 | 20'000 | 51'781 CHF | 10'555 CHF | 100.00% | 100.00% |
11.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 52'786 CHF | 13'447 CHF | 100.00% | 100.00% |
08.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 109'927 | 25'000 | 109'894 | 25'000 | 52'571 CHF | 12'210 CHF | 95.75% | 95.75% |
07.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 109'771 | 20'000 | 101'500 | 19'387 | 51'781 CHF | 10'084 CHF | 83.91% | 83.91% |