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 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'737 CHF | 59'737 CHF | 99.00% | 99.00% |
19.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'870 CHF | 52'870 CHF | 100.00% | 100.00% |
18.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'658 CHF | 52'658 CHF | 100.00% | 100.00% |
15.11.2024 | 1.79% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'555 CHF | 56'555 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'298 CHF | 62'298 CHF | 99.22% | 99.22% |
13.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'559 | 99'160 | 65'027 CHF | 65'767 CHF | 99.36% | 99.36% |
12.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'938 CHF | 72'938 CHF | 100.00% | 100.00% |
11.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'570 CHF | 62'570 CHF | 99.41% | 99.41% |
08.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'816 CHF | 57'816 CHF | 100.00% | 100.00% |
07.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'266 | 97'395 | 63'404 CHF | 63'227 CHF | 98.73% | 98.73% |