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 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 103'795 | 50'000 | 51'822 CHF | 25'483 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'007 CHF | 27'003 CHF | 100.00% | 100.00% |
18.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'143 CHF | 26'572 CHF | 100.00% | 100.00% |
15.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 99'460 | 50'000 | 51'798 CHF | 26'550 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 93'912 | 50'000 | 52'580 CHF | 28'527 CHF | 99.22% | 99.22% |
13.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 49'448 | 52'756 CHF | 29'478 CHF | 99.36% | 99.36% |
12.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'605 CHF | 29'169 CHF | 100.00% | 100.00% |
11.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 101'446 | 50'000 | 51'700 CHF | 25'996 CHF | 100.00% | 100.00% |
08.11.2024 | 3.02% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'755 CHF | 15'208 CHF | 100.00% | 100.00% |
07.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 48'697 | 53'016 CHF | 26'317 CHF | 98.73% | 98.73% |