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 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'648 CHF | 66'648 CHF | 100.00% | 100.00% |
19.11.2024 | 1.67% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 64'045 CHF | 65'051 CHF | 100.00% | 100.00% |
18.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'973 CHF | 67'973 CHF | 100.00% | 100.00% |
15.11.2024 | 1.61% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 98'305 | 98'303 | 67'888 CHF | 68'891 CHF | 100.00% | 100.00% |
14.11.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 70'964 CHF | 71'968 CHF | 99.28% | 99.28% |
13.11.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'422 | 99'422 | 68'561 CHF | 69'563 CHF | 97.20% | 97.20% |
12.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'720 CHF | 68'720 CHF | 100.00% | 100.00% |
11.11.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'391 CHF | 64'391 CHF | 100.00% | 100.00% |
08.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'766 CHF | 62'766 CHF | 100.00% | 100.00% |
07.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 61'549 CHF | 62'550 CHF | 100.00% | 100.00% |