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 | 1.83% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'211 CHF | 55'211 CHF | 100.00% | 100.00% |
19.11.2024 | 1.95% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 55'093 CHF | 56'100 CHF | 99.97% | 99.97% |
18.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'907 CHF | 55'907 CHF | 100.00% | 100.00% |
15.11.2024 | 2.02% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 98'224 | 98'210 | 54'885 CHF | 55'877 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 53'413 CHF | 54'417 CHF | 99.30% | 99.30% |
13.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'596 | 99'596 | 60'197 CHF | 61'199 CHF | 96.51% | 96.51% |
12.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'909 CHF | 61'909 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'706 CHF | 65'706 CHF | 100.00% | 100.00% |
08.11.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'827 CHF | 74'827 CHF | 100.00% | 100.00% |
07.11.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 74'560 CHF | 75'561 CHF | 99.99% | 99.99% |