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 | 2.20% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 101'167 | 49'465 | 51'370 CHF | 25'696 CHF | 100.00% | 100.00% |
19.11.2024 | 2.14% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 103'119 | 50'000 | 51'888 CHF | 25'728 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 99'988 | 50'000 | 53'481 CHF | 27'288 CHF | 100.00% | 100.00% |
15.11.2024 | 2.08% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'114 | 50'000 | 52'086 CHF | 29'508 CHF | 100.00% | 100.00% |
14.11.2024 | 2.33% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 93'358 | 50'000 | 52'677 CHF | 28'906 CHF | 99.27% | 99.27% |
13.11.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 91'919 | 49'375 | 53'359 CHF | 29'200 CHF | 99.40% | 99.40% |
12.11.2024 | 2.31% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 105'621 | 50'000 | 52'143 CHF | 25'277 CHF | 100.00% | 100.00% |
11.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 126'250 | 50'000 | 51'687 CHF | 20'995 CHF | 100.00% | 100.00% |
08.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 128'269 | 50'000 | 52'089 CHF | 20'814 CHF | 100.00% | 100.00% |
07.11.2024 | 2.88% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 130'704 | 47'945 | 49'587 CHF | 18'720 CHF | 99.06% | 99.06% |