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 | 2.07% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 101'096 | 50'000 | 51'556 CHF | 26'047 CHF | 100.00% | 100.00% |
19.11.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 105'867 | 50'000 | 51'988 CHF | 25'083 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 106'180 | 50'000 | 52'165 CHF | 25'083 CHF | 100.00% | 100.00% |
15.11.2024 | 2.02% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'560 | 50'000 | 51'501 CHF | 26'137 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 102'786 | 50'000 | 52'776 CHF | 26'238 CHF | 99.52% | 99.52% |
13.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 89'259 | 49'704 | 54'194 CHF | 30'694 CHF | 99.32% | 99.32% |
12.11.2024 | 1.81% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'503 CHF | 29'701 CHF | 100.00% | 100.00% |
11.11.2024 | 2.05% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'482 CHF | 26'783 CHF | 100.00% | 100.00% |
08.11.2024 | 2.04% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 102'223 | 50'000 | 51'754 CHF | 25'855 CHF | 100.00% | 100.00% |
07.11.2024 | 2.39% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 114'376 | 48'695 | 52'262 CHF | 22'778 CHF | 98.51% | 98.51% |