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 | 129'162 | 100'000 | 52'107 CHF | 41'355 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 | 2.25% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 119'417 | 100'000 | 52'461 CHF | 45'006 CHF | 100.00% | 100.00% |
14.11.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 104'914 | 100'000 | 52'097 CHF | 50'697 CHF | 99.22% | 99.22% |
13.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 99'160 | 53'800 CHF | 54'341 CHF | 99.36% | 99.36% |
12.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'750 | 100'000 | 60'876 CHF | 61'526 CHF | 100.00% | 100.00% |
11.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'941 | 100'000 | 51'131 CHF | 51'199 CHF | 99.41% | 99.41% |
08.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 114'707 | 100'000 | 52'121 CHF | 46'523 CHF | 100.00% | 100.00% |
07.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 52'554 CHF | 52'232 CHF | 98.73% | 98.73% |