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 | 1.93% | 0.49 CHF | 0.50 CHF | 108'370 | 20'000 | 100'031 | 20'000 | 51'437 CHF | 10'484 CHF | 100.00% | 100.00% |
19.11.2024 | 1.71% | 0.54 CHF | 0.55 CHF | 100'000 | 20'000 | 91'612 | 20'000 | 53'112 CHF | 11'806 CHF | 100.00% | 100.00% |
18.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 20'000 | 99'440 | 20'000 | 52'226 CHF | 10'709 CHF | 94.79% | 94.79% |
15.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 108'598 | 20'000 | 104'347 | 20'000 | 51'683 CHF | 10'111 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 20'000 | 99'973 | 20'000 | 51'464 CHF | 10'498 CHF | 99.44% | 99.44% |
13.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 86'533 | 19'927 | 53'349 CHF | 12'499 CHF | 98.88% | 98.88% |
12.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90'000 | 20'000 | 90'000 | 20'000 | 51'761 CHF | 11'702 CHF | 100.00% | 100.00% |
11.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 91'181 | 25'000 | 51'428 CHF | 14'355 CHF | 100.00% | 100.00% |
08.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 88'375 | 25'000 | 54'353 CHF | 15'633 CHF | 100.00% | 100.00% |
07.11.2024 | 1.77% | 0.62 CHF | 0.63 CHF | 90'000 | 20'000 | 90'000 | 19'481 | 53'101 CHF | 11'709 CHF | 99.06% | 99.06% |