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 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'138 CHF | 58'138 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 57'321 CHF | 58'328 CHF | 99.96% | 99.96% |
18.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'214 CHF | 56'214 CHF | 100.00% | 100.00% |
15.11.2024 | 2.10% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 98'226 | 98'210 | 52'723 CHF | 53'714 CHF | 99.99% | 99.99% |
14.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 54'810 CHF | 55'814 CHF | 99.28% | 99.28% |
13.11.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 54'565 CHF | 55'567 CHF | 84.86% | 84.86% |
12.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'803 CHF | 56'803 CHF | 100.00% | 100.00% |
11.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'585 CHF | 55'585 CHF | 99.99% | 99.99% |
08.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'208 CHF | 54'208 CHF | 100.00% | 100.00% |
07.11.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 102'539 | 99'697 | 51'063 CHF | 50'672 CHF | 99.99% | 99.99% |