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 | 2.29% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'086 CHF | 44'086 CHF | 100.00% | 100.00% |
19.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'731 CHF | 40'731 CHF | 100.00% | 100.00% |
18.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'023 CHF | 45'023 CHF | 100.00% | 100.00% |
15.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 41'900 CHF | 42'800 CHF | 100.00% | 100.00% |
14.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 45'724 CHF | 46'724 CHF | 100.00% | 100.00% |
13.11.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'859 CHF | 41'859 CHF | 100.00% | 100.00% |
12.11.2024 | 1.98% | 0.47 CHF | 0.48 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 44'996 CHF | 45'896 CHF | 100.00% | 100.00% |
11.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'086 CHF | 53'086 CHF | 100.00% | 100.00% |
08.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 43'375 CHF | 44'275 CHF | 100.00% | 100.00% |
07.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'038 CHF | 51'038 CHF | 100.00% | 100.00% |