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 | 2.38% | 0.40 CHF | 0.41 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 45'629 CHF | 46'729 CHF | 100.00% | 100.00% |
19.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 50'855 CHF | 51'955 CHF | 100.00% | 100.00% |
18.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 52'940 CHF | 54'040 CHF | 100.00% | 100.00% |
15.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 54'682 CHF | 55'782 CHF | 100.00% | 100.00% |
14.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 53'650 CHF | 54'750 CHF | 99.36% | 99.36% |
13.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 53'487 CHF | 54'587 CHF | 100.00% | 100.00% |
12.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 55'052 CHF | 56'158 CHF | 100.00% | 100.00% |
11.11.2024 | 3.81% | 0.51 CHF | 0.53 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 56'288 CHF | 58'475 CHF | 99.93% | 99.93% |
08.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 53'483 CHF | 54'596 CHF | 100.00% | 100.00% |
07.11.2024 | 3.69% | 0.50 CHF | 0.52 CHF | 110'000 | 110'000 | 109'977 | 109'977 | 55'749 CHF | 57'845 CHF | 100.00% | 100.00% |