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 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'759 CHF | 48'054 CHF | 100.00% | 100.00% |
19.11.2024 | 2.31% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 108'663 | 98'650 | 50'657 CHF | 46'995 CHF | 100.00% | 100.00% |
18.11.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 53'310 CHF | 49'464 CHF | 100.00% | 100.00% |
15.11.2024 | 2.19% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 98'314 | 98'303 | 49'592 CHF | 50'590 CHF | 100.00% | 100.00% |
14.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 52'413 CHF | 53'415 CHF | 99.28% | 99.28% |
13.11.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'032 | 99'032 | 50'283 CHF | 51'286 CHF | 58.07% | 58.07% |
12.11.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 107'344 | 100'000 | 52'806 CHF | 50'218 CHF | 100.00% | 100.00% |
11.11.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 117'926 | 100'000 | 52'984 CHF | 45'951 CHF | 100.00% | 100.00% |
08.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'213 CHF | 44'511 CHF | 100.00% | 100.00% |
07.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 119'877 | 99'694 | 52'050 CHF | 44'293 CHF | 100.00% | 100.00% |