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% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'559 CHF | 63'559 CHF | 99.00% | 99.00% |
19.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'683 CHF | 56'683 CHF | 100.00% | 100.00% |
18.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'535 CHF | 56'535 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'363 CHF | 60'363 CHF | 100.00% | 100.00% |
14.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'018 CHF | 66'018 CHF | 99.22% | 99.22% |
13.11.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'559 | 99'160 | 68'670 CHF | 69'399 CHF | 99.36% | 99.36% |
12.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'742 CHF | 76'742 CHF | 100.00% | 100.00% |
11.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'418 CHF | 66'418 CHF | 99.41% | 99.41% |
08.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'594 CHF | 61'594 CHF | 100.00% | 100.00% |
07.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 98'958 | 97'395 | 67'115 CHF | 67'068 CHF | 98.73% | 98.73% |