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 | 2.10% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'109 CHF | 48'109 CHF | 100.00% | 100.00% |
19.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'485 CHF | 36'235 CHF | 100.00% | 100.00% |
18.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 37'973 CHF | 38'723 CHF | 100.00% | 100.00% |
15.11.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'657 CHF | 40'407 CHF | 100.00% | 100.00% |
14.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'946 CHF | 40'696 CHF | 99.22% | 99.22% |
13.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 38'149 CHF | 38'898 CHF | 98.74% | 98.74% |
12.11.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'444 CHF | 41'194 CHF | 100.00% | 100.00% |
11.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'876 CHF | 44'626 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'543 CHF | 44'293 CHF | 100.00% | 100.00% |
07.11.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 46'477 CHF | 47'229 CHF | 98.73% | 98.73% |