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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 93'307 | 84'369 | 55'374 CHF | 50'888 CHF | 100.00% | 100.00% |
20.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'489 CHF | 59'489 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 57'055 CHF | 58'061 CHF | 100.00% | 100.00% |
18.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'806 CHF | 60'806 CHF | 100.00% | 100.00% |
15.11.2024 | 1.79% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 98'309 | 98'303 | 60'841 CHF | 61'841 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 63'793 CHF | 64'795 CHF | 99.28% | 99.28% |
13.11.2024 | 1.67% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'421 | 99'421 | 61'410 CHF | 62'412 CHF | 97.13% | 97.13% |
12.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'639 CHF | 61'639 CHF | 100.00% | 100.00% |
11.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'273 CHF | 57'273 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'739 CHF | 55'739 CHF | 100.00% | 100.00% |