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 | 1.44% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'897 CHF | 69'897 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 68'949 CHF | 69'956 CHF | 99.96% | 99.96% |
18.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'065 CHF | 68'065 CHF | 100.00% | 100.00% |
15.11.2024 | 1.73% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 98'222 | 98'210 | 64'335 CHF | 65'327 CHF | 99.99% | 99.99% |
14.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 66'500 CHF | 67'503 CHF | 99.27% | 99.27% |
13.11.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'596 | 99'596 | 66'422 CHF | 67'424 CHF | 96.40% | 96.40% |
12.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'627 CHF | 68'627 CHF | 100.00% | 100.00% |
11.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'357 CHF | 67'357 CHF | 99.99% | 99.99% |
08.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'045 CHF | 66'045 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 61'418 CHF | 62'420 CHF | 99.99% | 99.99% |