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 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'722 CHF | 57'722 CHF | 100.00% | 100.00% |
19.11.2024 | 1.84% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 58'542 CHF | 59'549 CHF | 99.97% | 99.97% |
18.11.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'379 CHF | 56'379 CHF | 100.00% | 100.00% |
15.11.2024 | 2.07% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 98'229 | 98'213 | 53'702 CHF | 54'694 CHF | 99.99% | 99.99% |
14.11.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 53'465 CHF | 54'468 CHF | 99.27% | 99.27% |
13.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'593 | 99'593 | 60'031 CHF | 61'033 CHF | 95.64% | 95.64% |
12.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'486 CHF | 62'486 CHF | 99.99% | 99.99% |
11.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'965 CHF | 64'965 CHF | 99.99% | 99.99% |
08.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'542 CHF | 72'542 CHF | 100.00% | 100.00% |
07.11.2024 | 1.47% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 68'836 CHF | 69'837 CHF | 99.99% | 99.99% |