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 | 1.58% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'811 CHF | 63'811 CHF | 100.00% | 100.00% |
19.11.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 61'457 CHF | 62'461 CHF | 100.00% | 100.00% |
18.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'176 CHF | 65'176 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 98'305 | 98'303 | 65'109 CHF | 66'112 CHF | 100.00% | 100.00% |
14.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 68'158 CHF | 69'161 CHF | 99.28% | 99.28% |
13.11.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'339 | 99'339 | 65'818 CHF | 66'820 CHF | 85.02% | 85.02% |
12.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'910 CHF | 65'910 CHF | 100.00% | 100.00% |
11.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'618 CHF | 61'618 CHF | 100.00% | 100.00% |
08.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'006 CHF | 60'006 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 58'853 CHF | 59'853 CHF | 100.00% | 100.00% |