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 | 2.09% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 111'238 | 100'000 | 52'650 CHF | 48'360 CHF | 100.00% | 100.00% |
19.11.2024 | 2.22% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'797 | 98'649 | 51'351 CHF | 49'393 CHF | 99.97% | 99.97% |
18.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'662 | 100'000 | 52'699 CHF | 49'062 CHF | 100.00% | 100.00% |
15.11.2024 | 2.30% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 102'630 | 98'210 | 50'300 CHF | 49'190 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 110'525 | 99'347 | 51'757 CHF | 47'599 CHF | 99.29% | 99.29% |
13.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 99'741 | 99'598 | 53'526 CHF | 54'459 CHF | 97.09% | 97.09% |
12.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'080 CHF | 55'080 CHF | 100.00% | 100.00% |
11.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'901 CHF | 58'901 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'083 CHF | 68'083 CHF | 100.00% | 100.00% |
07.11.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 67'860 CHF | 68'862 CHF | 99.99% | 99.99% |