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 | 1.88% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'569 CHF | 26'785 CHF | 100.00% | 100.00% |
19.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 101'284 | 50'000 | 51'257 CHF | 25'814 CHF | 100.00% | 100.00% |
18.11.2024 | 2.41% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 101'984 | 43'384 | 50'945 CHF | 22'192 CHF | 100.00% | 100.00% |
15.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'648 | 50'000 | 52'038 CHF | 24'024 CHF | 100.00% | 100.00% |
14.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 119'502 | 50'000 | 52'698 CHF | 22'553 CHF | 99.27% | 99.27% |
13.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 119'999 | 49'436 | 52'813 CHF | 22'257 CHF | 99.40% | 99.40% |
12.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 110'473 | 50'000 | 51'092 CHF | 23'627 CHF | 100.00% | 100.00% |
11.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 105'996 | 50'000 | 52'306 CHF | 25'187 CHF | 100.00% | 100.00% |
08.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 111'561 | 50'000 | 51'526 CHF | 23'601 CHF | 100.00% | 100.00% |
07.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 108'297 | 48'746 | 52'239 CHF | 23'999 CHF | 99.05% | 99.05% |