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% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'431 | 100'000 | 52'845 CHF | 48'457 CHF | 100.00% | 100.00% |
19.11.2024 | 2.33% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 109'527 | 98'649 | 51'088 CHF | 47'035 CHF | 99.92% | 99.92% |
18.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'456 | 100'000 | 50'958 CHF | 50'755 CHF | 100.00% | 100.00% |
15.11.2024 | 2.18% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 98'891 | 98'210 | 51'165 CHF | 51'830 CHF | 99.99% | 99.99% |
14.11.2024 | 2.06% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'397 | 99'346 | 51'113 CHF | 51'111 CHF | 99.17% | 99.17% |
13.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 101'308 | 99'568 | 51'554 CHF | 51'706 CHF | 90.11% | 90.11% |
12.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'644 | 100'000 | 51'442 CHF | 51'147 CHF | 100.00% | 100.00% |
11.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'523 CHF | 52'523 CHF | 99.99% | 99.99% |
08.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'345 CHF | 54'345 CHF | 100.00% | 100.00% |
07.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 56'733 CHF | 57'735 CHF | 99.99% | 99.99% |