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 | 2.29% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'064 | 100'000 | 51'925 CHF | 44'262 CHF | 100.00% | 100.00% |
19.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 124'588 | 100'000 | 51'964 CHF | 42'776 CHF | 100.00% | 100.00% |
18.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'492 | 100'000 | 51'777 CHF | 43'979 CHF | 100.00% | 100.00% |
15.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 107'037 | 100'000 | 51'520 CHF | 49'190 CHF | 100.00% | 100.00% |
14.11.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'915 | 100'000 | 52'665 CHF | 53'217 CHF | 99.44% | 99.44% |
13.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 110'000 | 100'000 | 105'629 | 99'818 | 52'013 CHF | 50'203 CHF | 98.88% | 98.88% |
12.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'681 CHF | 55'681 CHF | 100.00% | 100.00% |
11.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'829 CHF | 59'829 CHF | 100.00% | 100.00% |
08.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'208 CHF | 59'208 CHF | 99.51% | 99.51% |
07.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'334 | 98'701 | 60'391 CHF | 61'019 CHF | 99.06% | 99.06% |