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 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'336 CHF | 78'336 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'424 CHF | 80'424 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'731 CHF | 81'731 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'844 CHF | 80'844 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'784 CHF | 82'784 CHF | 99.22% | 99.22% |
13.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'276 | 99'160 | 84'376 CHF | 85'272 CHF | 99.36% | 99.36% |
12.11.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'232 CHF | 78'232 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'688 CHF | 69'688 CHF | 100.00% | 100.00% |
08.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'214 CHF | 71'214 CHF | 100.00% | 100.00% |
07.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 98'958 | 97'395 | 68'685 CHF | 68'586 CHF | 98.73% | 98.73% |