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 | 2.08% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'552 | 100'000 | 51'586 CHF | 48'556 CHF | 100.00% | 100.00% |
19.11.2024 | 2.24% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 106'945 | 98'649 | 51'853 CHF | 48'858 CHF | 99.96% | 99.96% |
18.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 113'602 | 100'000 | 51'826 CHF | 46'641 CHF | 100.00% | 100.00% |
15.11.2024 | 2.57% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'352 | 98'210 | 51'180 CHF | 44'227 CHF | 99.99% | 99.99% |
14.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 114'105 | 99'347 | 51'907 CHF | 46'233 CHF | 99.28% | 99.28% |
13.11.2024 | 2.25% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 116'321 | 99'584 | 52'621 CHF | 46'090 CHF | 93.70% | 93.70% |
12.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 112'789 | 100'000 | 51'962 CHF | 47'097 CHF | 100.00% | 100.00% |
11.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 116'747 | 100'000 | 52'426 CHF | 45'935 CHF | 99.99% | 99.99% |
08.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'335 CHF | 44'613 CHF | 100.00% | 100.00% |
07.11.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'524 | 99'697 | 52'058 CHF | 41'072 CHF | 99.99% | 99.99% |