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 | 2.61% | 0.58 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'733 CHF | 57'209 CHF | 100.00% | 100.00% |
19.11.2024 | 2.34% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'633 CHF | 67'189 CHF | 100.00% | 100.00% |
18.11.2024 | 2.55% | 0.63 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'352 CHF | 66'016 CHF | 100.00% | 100.00% |
15.11.2024 | 2.65% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'258 CHF | 63'927 CHF | 100.00% | 100.00% |
14.11.2024 | 2.56% | 0.61 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 121'037 CHF | 124'180 CHF | 99.52% | 99.52% |
13.11.2024 | 2.72% | 0.59 CHF | 0.61 CHF | 100'000 | 100'000 | 99'703 | 99'703 | 58'333 CHF | 59'942 CHF | 99.32% | 99.32% |
12.11.2024 | 2.97% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'570 CHF | 113'896 CHF | 100.00% | 100.00% |
11.11.2024 | 3.09% | 0.52 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'054 CHF | 107'323 CHF | 100.00% | 100.00% |
08.11.2024 | 2.74% | 0.56 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'141 CHF | 117'315 CHF | 100.00% | 100.00% |
07.11.2024 | 2.88% | 0.56 CHF | 0.58 CHF | 100'000 | 100'000 | 98'703 | 98'703 | 55'282 CHF | 56'896 CHF | 99.13% | 99.13% |