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 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'027 | 100'000 | 50'795 CHF | 51'781 CHF | 100.00% | 100.00% |
19.11.2024 | 2.14% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 99'971 | 98'650 | 50'237 CHF | 50'593 CHF | 100.00% | 100.00% |
18.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'095 CHF | 53'095 CHF | 100.00% | 100.00% |
15.11.2024 | 2.05% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 98'314 | 98'303 | 53'242 CHF | 54'241 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 56'164 CHF | 57'167 CHF | 99.28% | 99.28% |
13.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'339 | 99'339 | 53'881 CHF | 54'883 CHF | 85.04% | 85.04% |
12.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'909 CHF | 53'909 CHF | 100.00% | 100.00% |
11.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 108'217 | 100'000 | 52'998 CHF | 49'995 CHF | 100.00% | 100.00% |
08.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'993 | 100'000 | 52'450 CHF | 48'685 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'743 | 99'694 | 52'169 CHF | 48'395 CHF | 100.00% | 100.00% |