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 | 1.43% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'369 CHF | 70'369 CHF | 99.80% | 99.80% |
19.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 119'282 | 119'282 | 72'205 CHF | 73'398 CHF | 99.78% | 99.78% |
18.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'958 | 100'000 | 65'056 CHF | 66'083 CHF | 100.00% | 100.00% |
15.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 110'736 | 110'736 | 70'178 CHF | 71'285 CHF | 100.00% | 100.00% |
14.11.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 108'720 | 108'718 | 71'487 CHF | 72'573 CHF | 99.96% | 99.96% |
13.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 124'344 | 124'342 | 79'287 CHF | 80'529 CHF | 99.97% | 99.97% |
12.11.2024 | 1.38% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'903 CHF | 72'903 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'822 | 100'822 | 75'180 CHF | 76'188 CHF | 99.74% | 99.74% |
08.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 125'000 | 125'000 | 111'756 | 111'754 | 76'999 CHF | 78'115 CHF | 100.00% | 100.00% |
07.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'972 | 100'000 | 81'865 CHF | 82'888 CHF | 96.10% | 96.19% |