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% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'277 CHF | 44'277 CHF | 100.00% | 100.00% |
19.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'585 CHF | 40'585 CHF | 100.00% | 100.00% |
18.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'895 CHF | 42'895 CHF | 100.00% | 100.00% |
15.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'284 CHF | 44'284 CHF | 100.00% | 100.00% |
14.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 45'705 CHF | 46'705 CHF | 100.00% | 100.00% |
13.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'927 CHF | 45'927 CHF | 100.00% | 100.00% |
12.11.2024 | 1.75% | 0.48 CHF | 0.49 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 45'363 CHF | 46'163 CHF | 100.00% | 100.00% |
11.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 53'976 CHF | 54'876 CHF | 100.00% | 100.00% |
08.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 43'268 CHF | 44'068 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 52'334 CHF | 53'234 CHF | 100.00% | 100.00% |