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 | 1.55% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'033 CHF | 65'033 CHF | 99.39% | 99.39% |
19.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'484 CHF | 30'984 CHF | 99.31% | 99.31% |
18.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'301 CHF | 34'801 CHF | 99.31% | 99.31% |
15.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'512 CHF | 35'012 CHF | 99.39% | 99.39% |
14.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'813 CHF | 31'313 CHF | 99.38% | 99.38% |
13.11.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'675 CHF | 32'175 CHF | 99.39% | 99.39% |
12.11.2024 | 1.47% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'823 CHF | 34'323 CHF | 99.10% | 99.10% |
11.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'405 CHF | 41'905 CHF | 99.30% | 99.30% |
08.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'026 CHF | 38'526 CHF | 99.39% | 99.39% |
07.11.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'508 CHF | 46'008 CHF | 99.30% | 99.30% |