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 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'019 | 100'000 | 51'472 CHF | 47'785 CHF | 100.00% | 100.00% |
19.11.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'656 | 98'650 | 50'758 CHF | 46'681 CHF | 100.00% | 100.00% |
18.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'764 CHF | 48'967 CHF | 100.00% | 100.00% |
15.11.2024 | 2.22% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'692 | 98'303 | 50'475 CHF | 49'817 CHF | 100.00% | 100.00% |
14.11.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 51'570 CHF | 52'571 CHF | 99.28% | 99.28% |
13.11.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'126 | 99'355 | 51'671 CHF | 50'337 CHF | 87.11% | 87.11% |
12.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 109'194 | 100'000 | 52'950 CHF | 49'503 CHF | 100.00% | 100.00% |
11.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 118'804 | 100'000 | 53'085 CHF | 45'698 CHF | 100.00% | 100.00% |
08.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'865 CHF | 44'221 CHF | 100.00% | 100.00% |
07.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'269 | 99'694 | 51'990 CHF | 44'109 CHF | 100.00% | 100.00% |