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 | 1.59% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'252 CHF | 63'252 CHF | 100.00% | 100.00% |
19.11.2024 | 1.69% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 63'841 CHF | 64'848 CHF | 99.97% | 99.97% |
18.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'867 CHF | 61'867 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 98'227 | 98'213 | 58'924 CHF | 59'916 CHF | 99.99% | 99.99% |
14.11.2024 | 1.76% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 58'939 CHF | 59'942 CHF | 99.27% | 99.27% |
13.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'598 | 99'598 | 65'285 CHF | 66'287 CHF | 96.95% | 96.95% |
12.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'897 CHF | 67'897 CHF | 99.99% | 99.99% |
11.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'302 CHF | 70'302 CHF | 99.99% | 99.99% |
08.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'982 CHF | 77'982 CHF | 100.00% | 100.00% |
07.11.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 74'213 CHF | 75'215 CHF | 99.99% | 99.99% |