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 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'612 CHF | 54'612 CHF | 99.00% | 99.00% |
19.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'213 | 100'000 | 51'448 CHF | 47'683 CHF | 100.00% | 100.00% |
18.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'525 | 100'000 | 51'875 CHF | 47'535 CHF | 100.00% | 100.00% |
15.11.2024 | 1.97% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 103'489 | 100'000 | 52'042 CHF | 51'363 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'018 CHF | 57'018 CHF | 99.22% | 99.22% |
13.11.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 59'973 CHF | 60'607 CHF | 99.36% | 99.36% |
12.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'815 CHF | 67'815 CHF | 100.00% | 100.00% |
11.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'418 CHF | 57'418 CHF | 99.41% | 99.41% |
08.11.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 103'238 | 100'000 | 53'317 CHF | 52'731 CHF | 100.00% | 100.00% |
07.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'479 | 97'395 | 58'507 CHF | 58'303 CHF | 98.73% | 98.73% |