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 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'657 CHF | 30'310 CHF | 100.00% | 100.00% |
19.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'010 CHF | 30'505 CHF | 95.85% | 95.85% |
18.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'776 CHF | 30'376 CHF | 99.57% | 99.57% |
15.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'844 CHF | 29'302 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 50'858 CHF | 28'755 CHF | 99.44% | 99.44% |
13.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 92'781 | 49'878 | 52'018 CHF | 28'484 CHF | 94.79% | 94.79% |
12.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'069 CHF | 27'034 CHF | 100.00% | 100.00% |
11.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'195 CHF | 26'098 CHF | 94.79% | 94.79% |
08.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 101'088 | 50'000 | 52'168 CHF | 26'317 CHF | 100.00% | 100.00% |
07.11.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'564 | 48'444 | 53'257 CHF | 24'025 CHF | 99.06% | 99.06% |