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 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'224 CHF | 53'224 CHF | 100.00% | 100.00% |
19.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'234 CHF | 55'234 CHF | 100.00% | 100.00% |
18.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'630 CHF | 56'630 CHF | 100.00% | 100.00% |
15.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'589 CHF | 55'589 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'591 CHF | 57'591 CHF | 99.22% | 99.22% |
13.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 59'660 CHF | 60'288 CHF | 99.36% | 99.36% |
12.11.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'305 | 100'000 | 52'204 CHF | 53'054 CHF | 100.00% | 100.00% |
11.11.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 118'544 | 100'000 | 51'638 CHF | 44'593 CHF | 100.00% | 100.00% |
08.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 117'416 | 100'000 | 52'952 CHF | 46'119 CHF | 100.00% | 100.00% |
07.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 97'395 | 53'072 CHF | 44'041 CHF | 98.73% | 98.73% |