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 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'790 CHF | 55'790 CHF | 100.00% | 100.00% |
19.11.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 53'538 CHF | 54'542 CHF | 100.00% | 100.00% |
18.11.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'123 CHF | 57'123 CHF | 100.00% | 100.00% |
15.11.2024 | 1.91% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 98'309 | 98'303 | 57'201 CHF | 58'202 CHF | 100.00% | 100.00% |
14.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 60'159 CHF | 61'162 CHF | 99.28% | 99.28% |
13.11.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'339 | 99'339 | 57'856 CHF | 58'858 CHF | 85.04% | 85.04% |
12.11.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'904 CHF | 57'904 CHF | 100.00% | 100.00% |
11.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'633 CHF | 53'633 CHF | 100.00% | 100.00% |
08.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'086 CHF | 52'086 CHF | 100.00% | 100.00% |
07.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 100'755 | 99'694 | 51'482 CHF | 51'963 CHF | 100.00% | 100.00% |