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 | 1.35% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'335 CHF | 74'335 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 69'876 CHF | 70'883 CHF | 99.98% | 99.98% |
18.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'915 CHF | 75'915 CHF | 100.00% | 100.00% |
15.11.2024 | 1.49% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 98'222 | 98'213 | 74'832 CHF | 75'825 CHF | 99.99% | 99.99% |
14.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 76'689 CHF | 77'692 CHF | 99.24% | 99.24% |
13.11.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'592 | 99'592 | 70'612 CHF | 71'614 CHF | 95.50% | 95.50% |
12.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'854 CHF | 70'854 CHF | 99.99% | 99.99% |
11.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'514 CHF | 68'514 CHF | 99.99% | 99.99% |
08.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'392 CHF | 61'392 CHF | 100.00% | 100.00% |
07.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 62'831 CHF | 63'832 CHF | 99.99% | 99.99% |