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 | 2.89% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'903 CHF | 58'571 CHF | 100.00% | 100.00% |
19.11.2024 | 2.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'412 CHF | 59'057 CHF | 100.00% | 100.00% |
18.11.2024 | 2.50% | 0.59 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'341 CHF | 60'839 CHF | 100.00% | 100.00% |
15.11.2024 | 2.55% | 0.58 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'814 CHF | 60'335 CHF | 99.99% | 99.99% |
14.11.2024 | 2.36% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'880 CHF | 61'307 CHF | 99.52% | 99.52% |
13.11.2024 | 2.29% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'777 | 99'147 | 60'320 CHF | 61'320 CHF | 99.32% | 99.32% |
12.11.2024 | 2.94% | 0.61 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'832 CHF | 63'674 CHF | 100.00% | 100.00% |
11.11.2024 | 2.76% | 0.63 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'340 CHF | 65'113 CHF | 100.00% | 100.00% |
08.11.2024 | 2.34% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'763 CHF | 64'246 CHF | 100.00% | 100.00% |
07.11.2024 | 2.43% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'482 | 97'408 | 63'148 CHF | 63'346 CHF | 99.13% | 99.13% |