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 | 1.33% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'592 CHF | 75'592 CHF | 100.00% | 100.00% |
19.11.2024 | 1.45% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 74'534 CHF | 75'541 CHF | 99.95% | 99.95% |
18.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'689 CHF | 73'689 CHF | 100.00% | 100.00% |
15.11.2024 | 1.60% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 98'222 | 98'210 | 69'814 CHF | 70'805 CHF | 99.99% | 99.99% |
14.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 72'114 CHF | 73'117 CHF | 99.26% | 99.26% |
13.11.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'599 | 99'599 | 72'069 CHF | 73'071 CHF | 97.05% | 97.05% |
12.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'165 CHF | 74'165 CHF | 100.00% | 100.00% |
11.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'000 CHF | 73'000 CHF | 99.99% | 99.99% |
08.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'728 CHF | 71'728 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 67'087 CHF | 68'088 CHF | 99.99% | 99.99% |