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 | 2.38% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'564 CHF | 42'564 CHF | 100.00% | 100.00% |
19.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'420 CHF | 32'170 CHF | 100.00% | 100.00% |
18.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 34'223 CHF | 34'973 CHF | 100.00% | 100.00% |
15.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'855 CHF | 36'605 CHF | 100.00% | 100.00% |
14.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'196 CHF | 36'946 CHF | 99.22% | 99.22% |
13.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 34'425 CHF | 35'176 CHF | 98.74% | 98.74% |
12.11.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'337 CHF | 37'087 CHF | 100.00% | 100.00% |
11.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'787 CHF | 40'537 CHF | 100.00% | 100.00% |
08.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'746 CHF | 40'496 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 42'698 CHF | 43'446 CHF | 98.73% | 98.73% |