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 | 1.39% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'393 CHF | 72'393 CHF | 100.00% | 100.00% |
19.11.2024 | 1.51% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 71'383 CHF | 72'389 CHF | 99.97% | 99.97% |
18.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'459 CHF | 70'459 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 98'222 | 98'210 | 66'666 CHF | 67'658 CHF | 99.99% | 99.99% |
14.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 68'947 CHF | 69'950 CHF | 99.30% | 99.30% |
13.11.2024 | 1.48% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'575 | 99'575 | 68'809 CHF | 69'811 CHF | 91.73% | 91.73% |
12.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'992 CHF | 70'992 CHF | 100.00% | 100.00% |
11.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'842 CHF | 69'842 CHF | 99.99% | 99.99% |
08.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'506 CHF | 68'506 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 63'919 CHF | 64'920 CHF | 99.99% | 99.99% |