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% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'930 | 50'000 | 53'000 CHF | 27'020 CHF | 100.00% | 100.00% |
19.11.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 93'936 | 50'000 | 52'564 CHF | 28'512 CHF | 100.00% | 100.00% |
18.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 96'205 | 50'000 | 53'095 CHF | 28'112 CHF | 100.00% | 100.00% |
15.11.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 96'957 | 50'000 | 53'374 CHF | 28'050 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'148 CHF | 30'027 CHF | 99.22% | 99.22% |
13.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'092 | 49'448 | 54'884 CHF | 30'962 CHF | 99.36% | 99.36% |
12.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'370 CHF | 30'706 CHF | 100.00% | 100.00% |
11.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 97'939 | 50'000 | 52'867 CHF | 27'511 CHF | 100.00% | 100.00% |
08.11.2024 | 2.85% | 0.57 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'515 CHF | 15'964 CHF | 100.00% | 100.00% |
07.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 92'386 | 48'697 | 51'727 CHF | 27'778 CHF | 98.73% | 98.73% |