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 | 3.89% | 0.51 CHF | 0.53 CHF | 100'000 | 100'000 | 102'085 | 102'085 | 51'474 CHF | 53'516 CHF | 100.00% | 100.00% |
19.11.2024 | 3.91% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 100'796 | 100'796 | 50'507 CHF | 52'523 CHF | 99.89% | 99.89% |
18.11.2024 | 3.94% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 103'866 | 103'866 | 51'714 CHF | 53'791 CHF | 99.89% | 99.89% |
15.11.2024 | 3.97% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 116'800 | 116'800 | 57'601 CHF | 59'937 CHF | 100.00% | 100.00% |
14.11.2024 | 4.01% | 0.49 CHF | 0.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 61'123 CHF | 63'623 CHF | 100.00% | 100.00% |
13.11.2024 | 3.98% | 0.49 CHF | 0.51 CHF | 125'000 | 125'000 | 119'802 | 119'802 | 58'912 CHF | 61'308 CHF | 100.00% | 100.00% |
12.11.2024 | 3.98% | 0.50 CHF | 0.52 CHF | 125'000 | 125'000 | 118'957 | 118'957 | 58'599 CHF | 60'978 CHF | 99.71% | 99.71% |
11.11.2024 | 3.98% | 0.49 CHF | 0.51 CHF | 100'000 | 100'000 | 119'074 | 119'074 | 58'557 CHF | 60'938 CHF | 99.86% | 99.86% |
08.11.2024 | 4.04% | 0.49 CHF | 0.51 CHF | 125'000 | 125'000 | 122'465 | 122'464 | 59'337 CHF | 61'786 CHF | 100.00% | 100.00% |
07.11.2024 | 3.96% | 0.49 CHF | 0.51 CHF | 100'000 | 100'000 | 112'763 | 112'763 | 55'768 CHF | 58'024 CHF | 99.89% | 99.89% |