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 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 104'993 | 100'000 | 52'050 CHF | 50'616 CHF | 100.00% | 100.00% |
19.11.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'801 | 100'000 | 52'313 CHF | 49'132 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'389 | 100'000 | 51'986 CHF | 50'365 CHF | 100.00% | 100.00% |
15.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'518 CHF | 55'518 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'548 CHF | 59'548 CHF | 99.44% | 99.44% |
13.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 99'818 | 55'623 CHF | 56'529 CHF | 98.88% | 98.88% |
12.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'002 CHF | 62'002 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'082 CHF | 66'082 CHF | 100.00% | 100.00% |
08.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'531 CHF | 65'531 CHF | 99.51% | 99.51% |
07.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 98'961 | 98'701 | 66'433 CHF | 67'273 CHF | 99.06% | 99.06% |