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 | 109'388 | 100'000 | 53'157 CHF | 49'603 CHF | 100.00% | 100.00% |
19.11.2024 | 2.12% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 98'650 | 98'649 | 50'526 CHF | 51'533 CHF | 99.97% | 99.97% |
18.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'990 CHF | 48'264 CHF | 100.00% | 100.00% |
15.11.2024 | 2.43% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'864 | 98'213 | 50'605 CHF | 46'664 CHF | 99.99% | 99.99% |
14.11.2024 | 2.27% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 114'553 | 99'347 | 52'279 CHF | 46'385 CHF | 99.27% | 99.27% |
13.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'592 | 99'592 | 51'869 CHF | 52'871 CHF | 95.50% | 95.50% |
12.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'319 CHF | 54'319 CHF | 99.99% | 99.99% |
11.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'799 CHF | 56'799 CHF | 99.99% | 99.99% |
08.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'400 CHF | 64'400 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 60'723 CHF | 61'725 CHF | 99.99% | 99.99% |