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 | 2.70% | 0.48 CHF | 0.50 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 53'257 CHF | 49'740 CHF | 100.00% | 100.00% |
19.11.2024 | 3.26% | 0.46 CHF | 0.48 CHF | 110'000 | 100'000 | 106'826 | 100'000 | 51'872 CHF | 50'216 CHF | 100.00% | 100.00% |
18.11.2024 | 2.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'701 | 100'000 | 50'930 CHF | 52'084 CHF | 100.00% | 100.00% |
15.11.2024 | 3.10% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'194 | 100'000 | 51'162 CHF | 51'665 CHF | 99.99% | 99.99% |
14.11.2024 | 2.79% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'012 | 100'000 | 51'593 CHF | 52'542 CHF | 99.52% | 99.52% |
13.11.2024 | 2.99% | 0.51 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 99'147 | 51'638 CHF | 52'741 CHF | 99.32% | 99.32% |
12.11.2024 | 2.63% | 0.52 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'301 CHF | 54'721 CHF | 100.00% | 100.00% |
11.11.2024 | 2.64% | 0.54 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'706 CHF | 56'170 CHF | 100.00% | 100.00% |
08.11.2024 | 2.94% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'882 CHF | 55'492 CHF | 100.00% | 100.00% |
07.11.2024 | 3.04% | 0.55 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 97'408 | 54'668 CHF | 54'893 CHF | 99.13% | 99.13% |