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 | 1.84% | 0.47 CHF | 0.48 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 43'266 CHF | 44'066 CHF | 99.37% | 99.37% |
19.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 43'533 CHF | 44'333 CHF | 99.27% | 99.27% |
18.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'538 CHF | 65'538 CHF | 99.29% | 99.29% |
15.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'968 CHF | 61'968 CHF | 99.39% | 99.39% |
14.11.2024 | 1.96% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'745 CHF | 51'745 CHF | 99.34% | 99.34% |
13.11.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'379 CHF | 43'379 CHF | 99.39% | 99.39% |
12.11.2024 | 1.72% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'969 CHF | 58'969 CHF | 99.08% | 99.08% |
11.11.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'076 CHF | 57'076 CHF | 99.30% | 99.30% |
08.11.2024 | 1.80% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'253 CHF | 56'253 CHF | 99.39% | 99.39% |
07.11.2024 | 1.47% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'898 CHF | 68'898 CHF | 99.28% | 99.28% |