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 | 1.64% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 60'663 | 60'663 | 40'605 CHF | 41'260 CHF | 99.61% | 99.61% |
19.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 1.64% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 60'660 | 60'660 | 41'627 CHF | 42'302 CHF | 99.61% | 99.61% |
15.11.2024 | 1.58% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 60'987 | 60'987 | 42'897 CHF | 43'567 CHF | 96.64% | 96.64% |
14.11.2024 | 1.76% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 60'659 | 60'659 | 41'425 CHF | 42'141 CHF | 99.59% | 99.59% |
13.11.2024 | 1.73% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 60'939 | 60'939 | 41'837 CHF | 42'543 CHF | 97.05% | 97.05% |
12.11.2024 | 1.61% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 60'657 | 60'657 | 41'358 CHF | 42'017 CHF | 99.63% | 99.63% |
11.11.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 60'658 | 60'658 | 41'417 CHF | 42'086 CHF | 99.61% | 99.61% |
08.11.2024 | 1.80% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 60'723 | 60'723 | 43'187 CHF | 43'945 CHF | 99.61% | 99.61% |
07.11.2024 | 1.66% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 60'724 | 60'724 | 43'297 CHF | 44'000 CHF | 99.60% | 99.60% |