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 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'670 CHF | 58'670 CHF | 100.00% | 100.00% |
19.11.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 56'199 CHF | 57'204 CHF | 100.00% | 100.00% |
18.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'976 CHF | 59'976 CHF | 100.00% | 100.00% |
15.11.2024 | 1.82% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 98'309 | 98'303 | 60'015 CHF | 61'016 CHF | 100.00% | 100.00% |
14.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 62'996 CHF | 63'999 CHF | 99.28% | 99.28% |
13.11.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'422 | 99'422 | 60'686 CHF | 61'687 CHF | 97.20% | 97.20% |
12.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'757 CHF | 60'757 CHF | 100.00% | 100.00% |
11.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'482 CHF | 56'482 CHF | 100.00% | 100.00% |
08.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'896 CHF | 54'896 CHF | 100.00% | 100.00% |
07.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 53'707 CHF | 54'708 CHF | 100.00% | 100.00% |