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 | 1.30% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'405 CHF | 77'405 CHF | 100.00% | 100.00% |
19.11.2024 | 1.41% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 76'333 CHF | 77'339 CHF | 99.97% | 99.97% |
18.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'480 CHF | 75'480 CHF | 100.00% | 100.00% |
15.11.2024 | 1.56% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 98'222 | 98'210 | 71'596 CHF | 72'588 CHF | 99.99% | 99.99% |
14.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 73'932 CHF | 74'935 CHF | 99.29% | 99.29% |
13.11.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'576 | 99'576 | 73'816 CHF | 74'818 CHF | 91.76% | 91.76% |
12.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'010 CHF | 76'010 CHF | 100.00% | 100.00% |
11.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'862 CHF | 74'862 CHF | 99.99% | 99.99% |
08.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'532 CHF | 73'532 CHF | 100.00% | 100.00% |
07.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 68'921 CHF | 69'923 CHF | 99.99% | 99.99% |