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 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'476 CHF | 52'476 CHF | 99.00% | 99.00% |
19.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'013 | 100'000 | 52'955 CHF | 45'509 CHF | 100.00% | 100.00% |
18.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'032 | 100'000 | 52'331 CHF | 45'365 CHF | 100.00% | 100.00% |
15.11.2024 | 2.06% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 109'199 | 100'000 | 52'562 CHF | 49'213 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'917 CHF | 54'917 CHF | 99.22% | 99.22% |
13.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 57'755 CHF | 58'398 CHF | 99.36% | 99.36% |
12.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'127 | 100'000 | 64'661 CHF | 65'599 CHF | 100.00% | 100.00% |
11.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'265 CHF | 55'265 CHF | 99.41% | 99.41% |
08.11.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 104'698 | 100'000 | 51'805 CHF | 50'574 CHF | 100.00% | 100.00% |
07.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'991 | 97'395 | 56'693 CHF | 56'256 CHF | 98.73% | 98.73% |