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 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'571 CHF | 66'571 CHF | 100.00% | 100.00% |
19.11.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 62'362 CHF | 63'369 CHF | 99.97% | 99.97% |
18.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'364 CHF | 68'364 CHF | 100.00% | 100.00% |
15.11.2024 | 1.65% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 98'225 | 98'213 | 67'419 CHF | 68'410 CHF | 99.99% | 99.99% |
14.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 69'032 CHF | 70'035 CHF | 99.23% | 99.23% |
13.11.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'576 | 99'576 | 63'019 CHF | 64'021 CHF | 91.92% | 91.92% |
12.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'148 CHF | 63'148 CHF | 99.99% | 99.99% |
11.11.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'870 CHF | 60'870 CHF | 99.99% | 99.99% |
08.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'691 CHF | 53'691 CHF | 100.00% | 100.00% |
07.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 55'205 CHF | 56'206 CHF | 99.99% | 99.99% |