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 | 2.27% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 52'222 CHF | 53'422 CHF | 100.00% | 100.00% |
19.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 52'797 CHF | 53'897 CHF | 100.00% | 100.00% |
18.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 54'787 CHF | 55'887 CHF | 100.00% | 100.00% |
15.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 56'538 CHF | 57'638 CHF | 100.00% | 100.00% |
14.11.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 55'506 CHF | 56'606 CHF | 99.36% | 99.36% |
13.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 55'310 CHF | 56'410 CHF | 100.00% | 100.00% |
12.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 56'663 CHF | 57'769 CHF | 100.00% | 100.00% |
11.11.2024 | 3.69% | 0.52 CHF | 0.54 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 58'104 CHF | 60'291 CHF | 99.93% | 99.93% |
08.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 55'447 CHF | 56'560 CHF | 100.00% | 100.00% |
07.11.2024 | 3.57% | 0.52 CHF | 0.54 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 57'645 CHF | 59'741 CHF | 100.00% | 100.00% |