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 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'997 | 100'000 | 51'932 CHF | 48'212 CHF | 99.00% | 99.00% |
19.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'212 | 100'000 | 52'076 CHF | 41'314 CHF | 100.00% | 100.00% |
18.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 129'198 | 100'000 | 51'791 CHF | 41'111 CHF | 100.00% | 100.00% |
15.11.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 119'545 | 100'000 | 52'409 CHF | 44'917 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 105'643 | 100'000 | 52'326 CHF | 50'573 CHF | 99.22% | 99.22% |
13.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 99'160 | 53'740 CHF | 54'279 CHF | 99.36% | 99.36% |
12.11.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'750 | 100'000 | 60'747 CHF | 61'398 CHF | 100.00% | 100.00% |
11.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'054 | 100'000 | 51'055 CHF | 51'071 CHF | 99.41% | 99.41% |
08.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 114'711 | 100'000 | 52'114 CHF | 46'515 CHF | 100.00% | 100.00% |
07.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 52'504 CHF | 52'181 CHF | 98.73% | 98.73% |