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 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'505 CHF | 56'505 CHF | 100.00% | 100.00% |
19.11.2024 | 1.92% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 55'705 CHF | 56'710 CHF | 99.96% | 99.96% |
18.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'606 CHF | 54'606 CHF | 100.00% | 100.00% |
15.11.2024 | 2.18% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 98'226 | 98'210 | 51'047 CHF | 52'039 CHF | 99.99% | 99.99% |
14.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 53'137 CHF | 54'140 CHF | 99.26% | 99.26% |
13.11.2024 | 1.92% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'584 | 99'584 | 52'999 CHF | 54'001 CHF | 93.67% | 93.67% |
12.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'069 CHF | 55'069 CHF | 100.00% | 100.00% |
11.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'917 CHF | 53'917 CHF | 99.99% | 99.99% |
08.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'588 CHF | 52'588 CHF | 100.00% | 100.00% |
07.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'620 | 99'697 | 52'804 CHF | 49'025 CHF | 99.99% | 99.99% |