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 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 91'300 | 50'000 | 52'079 CHF | 29'074 CHF | 100.00% | 100.00% |
19.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 89'638 | 50'000 | 52'949 CHF | 30'043 CHF | 100.00% | 100.00% |
18.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'147 CHF | 30'026 CHF | 100.00% | 100.00% |
15.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'344 | 50'000 | 51'281 CHF | 28'884 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 95'702 | 50'000 | 53'526 CHF | 28'534 CHF | 99.52% | 99.52% |
13.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 111'948 | 49'704 | 52'276 CHF | 23'730 CHF | 99.32% | 99.32% |
12.11.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 105'126 | 50'000 | 51'730 CHF | 25'201 CHF | 100.00% | 100.00% |
11.11.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 95'953 | 50'000 | 53'105 CHF | 28'199 CHF | 100.00% | 100.00% |
08.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 90'470 | 50'000 | 51'861 CHF | 29'217 CHF | 100.00% | 100.00% |
07.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 85'273 | 48'695 | 53'108 CHF | 30'891 CHF | 98.51% | 98.51% |