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 | 1.96% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'740 CHF | 77'239 CHF | 100.00% | 100.00% |
19.11.2024 | 1.75% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'204 CHF | 77'549 CHF | 100.00% | 100.00% |
18.11.2024 | 1.91% | 0.78 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'044 CHF | 79'552 CHF | 100.00% | 100.00% |
15.11.2024 | 1.72% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'650 CHF | 78'996 CHF | 99.99% | 99.99% |
14.11.2024 | 1.91% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'500 CHF | 80'017 CHF | 99.52% | 99.52% |
13.11.2024 | 1.96% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'383 | 99'147 | 78'579 CHF | 79'935 CHF | 99.32% | 99.32% |
12.11.2024 | 1.89% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'710 CHF | 82'251 CHF | 100.00% | 100.00% |
11.11.2024 | 1.74% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'154 CHF | 83'594 CHF | 100.00% | 100.00% |
08.11.2024 | 1.88% | 0.81 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'318 CHF | 82'862 CHF | 100.00% | 100.00% |
07.11.2024 | 1.88% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 98'445 | 97'408 | 80'892 CHF | 81'536 CHF | 99.13% | 99.13% |