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% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'945 | 100'000 | 51'419 CHF | 47'784 CHF | 100.00% | 100.00% |
19.11.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'598 | 98'649 | 51'855 CHF | 48'124 CHF | 99.96% | 99.96% |
18.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'272 | 100'000 | 53'596 CHF | 45'942 CHF | 100.00% | 100.00% |
15.11.2024 | 2.61% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 117'115 | 98'210 | 50'751 CHF | 43'572 CHF | 99.99% | 99.99% |
14.11.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 115'730 | 99'347 | 51'813 CHF | 45'516 CHF | 99.26% | 99.26% |
13.11.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 117'735 | 99'598 | 52'465 CHF | 45'411 CHF | 96.94% | 96.94% |
12.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 115'095 | 100'000 | 52'265 CHF | 46'441 CHF | 100.00% | 100.00% |
11.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'889 | 100'000 | 52'979 CHF | 45'192 CHF | 99.99% | 99.99% |
08.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'103 | 100'000 | 51'536 CHF | 43'911 CHF | 100.00% | 100.00% |
07.11.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'713 | 99'697 | 51'181 CHF | 40'340 CHF | 99.99% | 99.99% |