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 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'758 | 100'000 | 52'558 CHF | 49'804 CHF | 99.00% | 99.00% |
19.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 123'318 | 100'000 | 51'663 CHF | 42'920 CHF | 100.00% | 100.00% |
18.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 124'295 | 100'000 | 51'939 CHF | 42'821 CHF | 100.00% | 100.00% |
15.11.2024 | 2.17% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 113'837 | 100'000 | 51'797 CHF | 46'590 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'021 | 100'000 | 51'399 CHF | 52'388 CHF | 99.22% | 99.22% |
13.11.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'887 | 99'160 | 55'256 CHF | 55'851 CHF | 99.36% | 99.36% |
12.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'456 | 100'000 | 62'371 CHF | 63'152 CHF | 100.00% | 100.00% |
11.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'588 | 100'000 | 52'020 CHF | 52'734 CHF | 99.41% | 99.41% |
08.11.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'382 | 100'000 | 52'374 CHF | 48'170 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 54'065 CHF | 53'686 CHF | 98.73% | 98.73% |