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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'185 CHF | 58'185 CHF | 99.39% | 99.39% |
20.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'960 CHF | 53'960 CHF | 99.38% | 99.38% |
19.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'242 | 104'242 | 52'363 CHF | 53'405 CHF | 99.26% | 99.26% |
18.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'209 | 124'209 | 59'577 CHF | 60'819 CHF | 99.29% | 99.29% |
15.11.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'714 CHF | 55'964 CHF | 99.39% | 99.39% |
14.11.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 109'349 | 109'349 | 55'878 CHF | 56'972 CHF | 99.39% | 99.39% |
13.11.2024 | 2.22% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 120'549 | 120'549 | 54'042 CHF | 55'248 CHF | 99.36% | 99.36% |
12.11.2024 | 3.02% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 170'065 | 170'065 | 55'447 CHF | 57'148 CHF | 99.10% | 99.10% |
11.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 170'916 | 170'914 | 54'605 CHF | 56'314 CHF | 99.28% | 99.28% |
08.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 169'899 | 169'899 | 55'366 CHF | 57'065 CHF | 99.38% | 99.38% |