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 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'195 | 100'195 | 50'716 CHF | 51'718 CHF | 100.00% | 100.00% |
19.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 121'749 | 121'749 | 56'900 CHF | 58'118 CHF | 99.28% | 99.28% |
18.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 116'394 | 116'394 | 57'029 CHF | 58'193 CHF | 99.88% | 99.88% |
15.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 121'864 | 121'864 | 59'338 CHF | 60'557 CHF | 100.00% | 100.00% |
14.11.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 123'701 | 123'701 | 58'022 CHF | 59'259 CHF | 100.00% | 100.00% |
13.11.2024 | 2.10% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 122'618 | 122'618 | 57'795 CHF | 59'021 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'167 CHF | 53'167 CHF | 99.68% | 99.68% |
11.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'820 CHF | 55'820 CHF | 99.84% | 99.84% |
08.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'315 CHF | 55'315 CHF | 100.00% | 100.00% |
07.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'550 CHF | 58'550 CHF | 99.86% | 99.86% |