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 | 1.87% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'056 CHF | 54'056 CHF | 90.21% | 90.21% |
19.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'654 CHF | 56'654 CHF | 100.00% | 100.00% |
18.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'328 | 100'000 | 53'857 CHF | 54'699 CHF | 99.38% | 99.38% |
15.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 107'631 | 75'000 | 52'341 CHF | 37'244 CHF | 100.00% | 100.00% |
14.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 107'477 | 100'000 | 51'661 CHF | 49'121 CHF | 99.22% | 99.22% |
13.11.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 100'439 | 99'159 | 52'850 CHF | 53'200 CHF | 99.36% | 99.36% |
12.11.2024 | 2.38% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 110'669 | 75'000 | 52'232 CHF | 36'335 CHF | 100.00% | 100.00% |
11.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'181 | 75'000 | 51'842 CHF | 33'105 CHF | 100.00% | 100.00% |
08.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'818 | 75'000 | 52'315 CHF | 36'481 CHF | 100.00% | 100.00% |
07.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'207 | 97'396 | 52'119 CHF | 47'516 CHF | 98.73% | 98.73% |