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 | 2.11% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 127'159 | 127'159 | 59'756 CHF | 61'028 CHF | 100.00% | 100.00% |
19.11.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 114'802 | 114'802 | 58'747 CHF | 59'895 CHF | 100.00% | 100.00% |
18.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 58'066 CHF | 59'166 CHF | 100.00% | 100.00% |
15.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 59'824 CHF | 60'924 CHF | 100.00% | 100.00% |
14.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 58'735 CHF | 59'835 CHF | 99.36% | 99.36% |
13.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 58'320 CHF | 59'420 CHF | 100.00% | 100.00% |
12.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 59'793 CHF | 60'900 CHF | 100.00% | 100.00% |
11.11.2024 | 3.51% | 0.55 CHF | 0.57 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 61'287 CHF | 63'474 CHF | 99.93% | 99.93% |
08.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 58'530 CHF | 59'643 CHF | 100.00% | 100.00% |
07.11.2024 | 3.39% | 0.54 CHF | 0.56 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 60'798 CHF | 62'895 CHF | 100.00% | 100.00% |