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 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'053 CHF | 60'053 CHF | 99.00% | 99.00% |
19.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'058 CHF | 53'058 CHF | 100.00% | 100.00% |
18.11.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'869 CHF | 52'869 CHF | 100.00% | 100.00% |
15.11.2024 | 1.78% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'725 CHF | 56'725 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'412 CHF | 62'412 CHF | 99.22% | 99.22% |
13.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'559 | 99'160 | 65'089 CHF | 65'823 CHF | 99.36% | 99.36% |
12.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'227 CHF | 73'227 CHF | 100.00% | 100.00% |
11.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'846 CHF | 62'846 CHF | 99.41% | 99.41% |
08.11.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'350 CHF | 58'350 CHF | 100.00% | 100.00% |
07.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'161 | 97'395 | 63'751 CHF | 63'640 CHF | 98.73% | 98.73% |