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 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'212 CHF | 53'212 CHF | 99.00% | 99.00% |
19.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'533 | 100'000 | 52'821 CHF | 46'355 CHF | 100.00% | 100.00% |
18.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 117'296 | 100'000 | 52'876 CHF | 46'111 CHF | 100.00% | 100.00% |
15.11.2024 | 2.02% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 106'363 | 100'000 | 52'033 CHF | 50'006 CHF | 100.00% | 100.00% |
14.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'697 CHF | 55'697 CHF | 99.22% | 99.22% |
13.11.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 58'670 CHF | 59'301 CHF | 99.36% | 99.36% |
12.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'014 | 100'000 | 65'533 CHF | 66'526 CHF | 100.00% | 100.00% |
11.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'199 CHF | 56'199 CHF | 99.41% | 99.41% |
08.11.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 103'870 | 100'000 | 52'386 CHF | 51'523 CHF | 100.00% | 100.00% |
07.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'651 | 97'395 | 57'358 CHF | 57'102 CHF | 98.73% | 98.73% |