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 | 3.41% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 85'912 | 50'000 | 52'668 CHF | 31'775 CHF | 100.00% | 100.00% |
19.11.2024 | 3.45% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 89'735 | 50'000 | 53'730 CHF | 30'995 CHF | 100.00% | 100.00% |
18.11.2024 | 4.15% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'641 CHF | 26'915 CHF | 98.03% | 98.03% |
15.11.2024 | 3.97% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'030 CHF | 27'069 CHF | 100.00% | 100.00% |
14.11.2024 | 3.96% | 0.52 CHF | 0.55 CHF | 100'000 | 50'000 | 100'017 | 50'000 | 52'178 CHF | 27'138 CHF | 55.36% | 55.36% |
13.11.2024 | 4.47% | 0.49 CHF | 0.52 CHF | 104'376 | 50'000 | 104'861 | 49'435 | 49'385 CHF | 24'339 CHF | 99.40% | 99.40% |
12.11.2024 | 4.00% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 99'937 | 50'000 | 52'296 CHF | 27'232 CHF | 100.00% | 100.00% |
11.11.2024 | 4.21% | 0.50 CHF | 0.52 CHF | 104'113 | 50'000 | 104'064 | 50'000 | 50'064 CHF | 25'090 CHF | 75.91% | 75.91% |
08.11.2024 | 5.00% | 0.46 CHF | 0.48 CHF | 104'185 | 50'000 | 105'492 | 50'000 | 41'930 CHF | 20'898 CHF | 100.00% | 100.00% |
07.11.2024 | 5.45% | 0.36 CHF | 0.38 CHF | 106'352 | 50'000 | 106'103 | 48'764 | 41'118 CHF | 19'931 CHF | 98.71% | 98.71% |