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 | 2.02% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'102 CHF | 58'264 CHF | 90.21% | 90.21% |
19.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'765 CHF | 55'765 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'676 CHF | 57'676 CHF | 99.38% | 99.38% |
15.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 85'804 | 75'000 | 53'335 CHF | 47'403 CHF | 100.00% | 100.00% |
14.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'654 CHF | 63'654 CHF | 99.22% | 99.22% |
13.11.2024 | 2.05% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'779 | 99'159 | 58'034 CHF | 58'863 CHF | 99.36% | 99.36% |
12.11.2024 | 1.56% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 81'623 | 75'000 | 51'907 CHF | 48'518 CHF | 100.00% | 100.00% |
11.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'468 CHF | 51'814 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'747 | 75'000 | 51'442 CHF | 48'543 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'479 | 97'396 | 63'184 CHF | 62'974 CHF | 98.73% | 98.73% |