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 | 1.49% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'759 CHF | 67'759 CHF | 100.00% | 100.00% |
19.11.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 66'810 CHF | 67'817 CHF | 99.96% | 99.96% |
18.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'890 CHF | 65'890 CHF | 100.00% | 100.00% |
15.11.2024 | 1.79% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'224 | 98'210 | 62'202 CHF | 63'193 CHF | 99.99% | 99.99% |
14.11.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 64'361 CHF | 65'364 CHF | 99.28% | 99.28% |
13.11.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'598 | 99'598 | 64'308 CHF | 65'310 CHF | 96.95% | 96.95% |
12.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'421 CHF | 66'421 CHF | 100.00% | 100.00% |
11.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'182 CHF | 65'182 CHF | 99.99% | 99.99% |
08.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'904 CHF | 63'904 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 59'274 CHF | 60'275 CHF | 99.99% | 99.99% |