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 | 1.85% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'737 CHF | 54'737 CHF | 90.21% | 90.21% |
19.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'235 CHF | 57'235 CHF | 100.00% | 100.00% |
18.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'248 | 100'000 | 54'445 CHF | 55'324 CHF | 99.38% | 99.38% |
15.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'896 | 75'000 | 52'197 CHF | 37'743 CHF | 100.00% | 100.00% |
14.11.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 107'035 | 100'000 | 52'225 CHF | 49'848 CHF | 99.22% | 99.22% |
13.11.2024 | 1.89% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 100'226 | 99'159 | 53'400 CHF | 53'845 CHF | 99.36% | 99.36% |
12.11.2024 | 2.06% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 108'587 | 75'000 | 52'101 CHF | 36'795 CHF | 100.00% | 100.00% |
11.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 119'994 | 75'000 | 52'425 CHF | 33'517 CHF | 100.00% | 100.00% |
08.11.2024 | 2.46% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'253 | 75'000 | 52'730 CHF | 37'110 CHF | 100.00% | 100.00% |
07.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 107'258 | 97'396 | 51'849 CHF | 48'088 CHF | 98.73% | 98.73% |