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 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 114'974 | 100'000 | 52'548 CHF | 46'737 CHF | 99.00% | 99.00% |
19.11.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 133'500 | 100'000 | 51'859 CHF | 39'870 CHF | 100.00% | 100.00% |
18.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'869 | 100'000 | 52'093 CHF | 39'658 CHF | 100.00% | 100.00% |
15.11.2024 | 2.33% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 122'705 | 100'000 | 52'093 CHF | 43'555 CHF | 100.00% | 100.00% |
14.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'249 | 100'000 | 52'248 CHF | 49'298 CHF | 99.22% | 99.22% |
13.11.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 99'160 | 52'196 CHF | 52'759 CHF | 99.36% | 99.36% |
12.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'985 | 100'000 | 59'384 CHF | 59'938 CHF | 100.00% | 100.00% |
11.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'143 | 100'000 | 52'488 CHF | 49'570 CHF | 99.41% | 99.41% |
08.11.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'161 | 100'000 | 52'480 CHF | 44'816 CHF | 100.00% | 100.00% |
07.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'100 | 97'395 | 51'576 CHF | 50'739 CHF | 98.73% | 98.73% |