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 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'370 CHF | 57'370 CHF | 99.00% | 99.00% |
19.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'533 | 100'000 | 52'546 CHF | 50'355 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 106'672 | 100'000 | 52'576 CHF | 50'327 CHF | 100.00% | 100.00% |
15.11.2024 | 1.87% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 100'376 | 100'000 | 53'190 CHF | 54'006 CHF | 100.00% | 100.00% |
14.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'697 CHF | 59'697 CHF | 99.22% | 99.22% |
13.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'559 | 99'160 | 62'522 CHF | 63'265 CHF | 99.36% | 99.36% |
12.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'526 CHF | 70'526 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'199 CHF | 60'199 CHF | 99.41% | 99.41% |
08.11.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'523 CHF | 55'523 CHF | 100.00% | 100.00% |
07.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'479 | 97'395 | 61'243 CHF | 60'998 CHF | 98.73% | 98.73% |