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 | 1.58% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'686 CHF | 63'686 CHF | 100.00% | 100.00% |
19.11.2024 | 1.75% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 61'130 CHF | 62'135 CHF | 100.00% | 100.00% |
18.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'993 CHF | 64'993 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 98'305 | 98'303 | 64'964 CHF | 65'968 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 68'008 CHF | 69'011 CHF | 99.29% | 99.29% |
13.11.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'422 | 99'422 | 65'660 CHF | 66'661 CHF | 97.20% | 97.20% |
12.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'752 CHF | 65'752 CHF | 100.00% | 100.00% |
11.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'455 CHF | 61'455 CHF | 100.00% | 100.00% |
08.11.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'832 CHF | 59'832 CHF | 100.00% | 100.00% |
07.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 58'647 CHF | 59'649 CHF | 100.00% | 100.00% |