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 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'980 CHF | 71'980 CHF | 100.00% | 100.00% |
19.11.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 69'537 CHF | 70'542 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'448 CHF | 73'448 CHF | 100.00% | 100.00% |
15.11.2024 | 1.49% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 73'199 CHF | 74'202 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 76'277 CHF | 77'279 CHF | 99.29% | 99.29% |
13.11.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'299 | 99'299 | 73'916 CHF | 74'918 CHF | 80.13% | 80.13% |
12.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'059 CHF | 74'059 CHF | 100.00% | 100.00% |
11.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'768 CHF | 69'768 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'059 CHF | 68'059 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 66'956 CHF | 67'957 CHF | 100.00% | 100.00% |