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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 118'447 | 100'000 | 52'749 CHF | 45'558 CHF | 100.00% | 100.00% |
20.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'379 | 100'000 | 51'708 CHF | 51'053 CHF | 99.00% | 99.00% |
19.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'868 | 100'000 | 51'704 CHF | 44'138 CHF | 100.00% | 100.00% |
18.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'632 | 100'000 | 51'702 CHF | 43'869 CHF | 100.00% | 100.00% |
15.11.2024 | 2.12% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 111'988 | 100'000 | 52'219 CHF | 47'725 CHF | 100.00% | 100.00% |
14.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'412 CHF | 53'412 CHF | 99.22% | 99.22% |
13.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 56'361 CHF | 57'004 CHF | 99.36% | 99.36% |
12.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'205 | 100'000 | 63'325 CHF | 64'227 CHF | 100.00% | 100.00% |
11.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'029 | 100'000 | 52'861 CHF | 53'846 CHF | 99.41% | 99.41% |
08.11.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 107'642 | 100'000 | 51'932 CHF | 49'350 CHF | 100.00% | 100.00% |