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 | 2.17% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 45'650 CHF | 46'641 CHF | 100.00% | 100.00% |
19.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 99'066 | 99'066 | 46'301 CHF | 47'292 CHF | 100.00% | 100.00% |
18.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 46'485 CHF | 47'477 CHF | 100.00% | 100.00% |
15.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'831 CHF | 48'831 CHF | 71.41% | 71.41% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 50'744 CHF | 51'735 CHF | 99.57% | 99.57% |
12.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 51'121 CHF | 52'112 CHF | 100.00% | 100.00% |
11.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 49'309 CHF | 50'301 CHF | 100.00% | 100.00% |
08.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 51'504 CHF | 52'496 CHF | 100.00% | 100.00% |
07.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 99'066 | 99'066 | 49'336 CHF | 50'328 CHF | 100.00% | 100.00% |