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 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'515 | 100'000 | 51'201 CHF | 47'336 CHF | 100.00% | 100.00% |
19.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 109'759 | 100'000 | 53'146 CHF | 49'424 CHF | 100.00% | 100.00% |
18.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 103'053 | 100'000 | 51'227 CHF | 50'731 CHF | 100.00% | 100.00% |
15.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'891 | 100'000 | 53'060 CHF | 49'740 CHF | 100.00% | 100.00% |
14.11.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'113 | 100'000 | 51'819 CHF | 51'784 CHF | 99.22% | 99.22% |
13.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 99'160 | 53'952 CHF | 54'494 CHF | 99.36% | 99.36% |
12.11.2024 | 2.15% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 113'592 | 100'000 | 52'371 CHF | 47'171 CHF | 100.00% | 100.00% |
11.11.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 138'336 | 100'000 | 52'092 CHF | 38'688 CHF | 100.00% | 100.00% |
08.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'240 | 100'000 | 51'447 CHF | 40'214 CHF | 100.00% | 100.00% |
07.11.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 135'464 | 97'395 | 52'010 CHF | 38'391 CHF | 98.73% | 98.73% |