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 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'226 CHF | 56'226 CHF | 100.00% | 100.00% |
19.11.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 53'954 CHF | 54'959 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'631 CHF | 57'631 CHF | 100.00% | 100.00% |
15.11.2024 | 1.88% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 98'309 | 98'303 | 57'642 CHF | 58'641 CHF | 100.00% | 100.00% |
14.11.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 60'498 CHF | 61'499 CHF | 99.29% | 99.29% |
13.11.2024 | 1.80% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'036 | 99'036 | 58'294 CHF | 59'298 CHF | 58.32% | 58.32% |
12.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'347 CHF | 58'347 CHF | 100.00% | 100.00% |
11.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'036 CHF | 54'036 CHF | 100.00% | 100.00% |
08.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'535 CHF | 52'535 CHF | 100.00% | 100.00% |
07.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 99'926 | 99'694 | 51'405 CHF | 52'293 CHF | 100.00% | 100.00% |