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 | 1.73% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'309 CHF | 58'309 CHF | 100.00% | 100.00% |
19.11.2024 | 1.82% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 58'976 CHF | 59'982 CHF | 99.98% | 99.98% |
18.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'910 CHF | 56'910 CHF | 100.00% | 100.00% |
15.11.2024 | 2.06% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 98'229 | 98'213 | 54'053 CHF | 55'045 CHF | 99.99% | 99.99% |
14.11.2024 | 1.91% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 54'014 CHF | 55'017 CHF | 99.27% | 99.27% |
13.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'598 | 99'598 | 60'367 CHF | 61'369 CHF | 96.87% | 96.87% |
12.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'930 CHF | 62'930 CHF | 99.99% | 99.99% |
11.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'357 CHF | 65'357 CHF | 99.99% | 99.99% |
08.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'078 CHF | 73'078 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 69'303 CHF | 70'304 CHF | 99.99% | 99.99% |