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 | 1.52% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'483 CHF | 66'483 CHF | 100.00% | 100.00% |
19.11.2024 | 1.60% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 67'103 CHF | 68'110 CHF | 99.98% | 99.98% |
18.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'103 CHF | 65'103 CHF | 100.00% | 100.00% |
15.11.2024 | 1.79% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 98'227 | 98'213 | 62'122 CHF | 63'113 CHF | 99.99% | 99.99% |
14.11.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 62'133 CHF | 63'136 CHF | 99.26% | 99.26% |
13.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'583 | 99'583 | 68'603 CHF | 69'605 CHF | 93.32% | 93.32% |
12.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'120 CHF | 71'120 CHF | 99.99% | 99.99% |
11.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'654 CHF | 73'654 CHF | 99.99% | 99.99% |
08.11.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'300 CHF | 81'300 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 77'557 CHF | 78'559 CHF | 99.99% | 99.99% |