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 | 3.14% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'848 CHF | 52'469 CHF | 100.00% | 100.00% |
19.11.2024 | 3.13% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'546 | 100'000 | 52'539 CHF | 52'922 CHF | 100.00% | 100.00% |
18.11.2024 | 2.54% | 0.53 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'275 CHF | 54'642 CHF | 100.00% | 100.00% |
15.11.2024 | 2.78% | 0.52 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'698 CHF | 54'182 CHF | 99.99% | 99.99% |
14.11.2024 | 2.69% | 0.54 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'752 CHF | 55'216 CHF | 99.52% | 99.52% |
13.11.2024 | 2.57% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 99'147 | 54'334 CHF | 55'264 CHF | 99.32% | 99.32% |
12.11.2024 | 3.19% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'762 CHF | 57'573 CHF | 100.00% | 100.00% |
11.11.2024 | 3.04% | 0.57 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'217 CHF | 58'985 CHF | 100.00% | 100.00% |
08.11.2024 | 2.50% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'598 CHF | 58'033 CHF | 100.00% | 100.00% |
07.11.2024 | 2.75% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'671 | 97'408 | 57'179 CHF | 57'439 CHF | 99.13% | 99.13% |