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 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 107'955 | 100'000 | 52'866 CHF | 49'989 CHF | 100.00% | 100.00% |
19.11.2024 | 2.24% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'372 | 98'650 | 52'298 CHF | 48'612 CHF | 100.00% | 100.00% |
18.11.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 102'305 | 100'000 | 51'060 CHF | 50'934 CHF | 100.00% | 100.00% |
15.11.2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 98'314 | 98'303 | 51'119 CHF | 52'118 CHF | 100.00% | 100.00% |
14.11.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 53'955 CHF | 54'958 CHF | 99.28% | 99.28% |
13.11.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'422 | 99'422 | 51'716 CHF | 52'717 CHF | 97.20% | 97.20% |
12.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'101 | 100'000 | 50'807 CHF | 51'758 CHF | 100.00% | 100.00% |
11.11.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'490 | 100'000 | 51'884 CHF | 47'967 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 115'342 | 100'000 | 52'484 CHF | 46'532 CHF | 100.00% | 100.00% |
07.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 113'606 | 99'694 | 51'571 CHF | 46'300 CHF | 100.00% | 100.00% |