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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'563 CHF | 65'563 CHF | 99.38% | 99.38% |
20.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'527 CHF | 68'527 CHF | 99.39% | 99.39% |
19.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'152 CHF | 33'652 CHF | 99.31% | 99.31% |
18.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'056 CHF | 38'556 CHF | 99.27% | 99.27% |
15.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'639 CHF | 38'139 CHF | 99.39% | 99.39% |
14.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'845 CHF | 32'345 CHF | 99.35% | 99.35% |
13.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'566 CHF | 30'066 CHF | 99.39% | 99.39% |
12.11.2024 | 1.54% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'164 CHF | 32'664 CHF | 99.09% | 99.09% |
11.11.2024 | 1.50% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'281 CHF | 33'781 CHF | 99.29% | 99.29% |
08.11.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'995 CHF | 22'495 CHF | 99.39% | 99.39% |