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 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'974 CHF | 65'974 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 65'092 CHF | 66'099 CHF | 99.95% | 99.95% |
18.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'149 CHF | 64'149 CHF | 100.00% | 100.00% |
15.11.2024 | 1.83% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 98'224 | 98'210 | 60'493 CHF | 61'485 CHF | 99.99% | 99.99% |
14.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 62'623 CHF | 63'626 CHF | 99.27% | 99.27% |
13.11.2024 | 1.64% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 62'415 CHF | 63'417 CHF | 84.87% | 84.87% |
12.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'705 CHF | 64'705 CHF | 100.00% | 100.00% |
11.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'470 CHF | 63'470 CHF | 99.99% | 99.99% |
08.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'116 CHF | 62'116 CHF | 100.00% | 100.00% |
07.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 57'516 CHF | 58'517 CHF | 99.99% | 99.99% |