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% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'336 CHF | 70'336 CHF | 100.00% | 100.00% |
19.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'424 CHF | 72'424 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'731 CHF | 73'731 CHF | 100.00% | 100.00% |
15.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'740 CHF | 72'740 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'784 CHF | 74'784 CHF | 99.22% | 99.22% |
13.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'391 | 99'160 | 76'484 CHF | 77'300 CHF | 99.36% | 99.36% |
12.11.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'232 CHF | 70'232 CHF | 100.00% | 100.00% |
11.11.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'742 CHF | 61'742 CHF | 100.00% | 100.00% |
08.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'281 CHF | 63'281 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'479 | 97'395 | 61'174 CHF | 60'877 CHF | 98.73% | 98.73% |