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 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'909 CHF | 70'909 CHF | 100.00% | 100.00% |
19.11.2024 | 1.51% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 71'494 CHF | 72'500 CHF | 99.97% | 99.97% |
18.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'536 CHF | 69'536 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 98'225 | 98'213 | 66'610 CHF | 67'602 CHF | 99.99% | 99.99% |
14.11.2024 | 1.55% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 66'598 CHF | 67'601 CHF | 99.28% | 99.28% |
13.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'594 | 99'594 | 73'089 CHF | 74'091 CHF | 95.88% | 95.88% |
12.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'681 CHF | 75'681 CHF | 99.99% | 99.99% |
11.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'116 CHF | 78'116 CHF | 99.99% | 99.99% |
08.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'724 CHF | 85'724 CHF | 100.00% | 100.00% |
07.11.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 81'970 CHF | 82'971 CHF | 99.99% | 99.99% |