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 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'828 | 100'000 | 53'243 CHF | 49'480 CHF | 100.00% | 100.00% |
19.11.2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 98'680 | 98'650 | 50'338 CHF | 51'330 CHF | 99.98% | 99.98% |
18.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'808 CHF | 48'098 CHF | 100.00% | 100.00% |
15.11.2024 | 2.45% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'307 | 98'213 | 50'513 CHF | 46'400 CHF | 99.99% | 99.99% |
14.11.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 115'093 | 99'348 | 52'349 CHF | 46'232 CHF | 99.27% | 99.27% |
13.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'583 | 99'583 | 51'652 CHF | 52'654 CHF | 93.32% | 93.32% |
12.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'091 CHF | 54'091 CHF | 99.99% | 99.99% |
11.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'621 CHF | 56'621 CHF | 99.99% | 99.99% |
08.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'265 CHF | 64'265 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 60'564 CHF | 61'565 CHF | 99.99% | 99.99% |