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 | 1.32% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'379 CHF | 76'379 CHF | 99.49% | 99.49% |
19.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'538 CHF | 74'538 CHF | 99.40% | 99.40% |
18.11.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'223 CHF | 80'223 CHF | 98.89% | 98.89% |
15.11.2024 | 1.05% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'471 CHF | 96'471 CHF | 98.20% | 98.20% |
14.11.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'336 CHF | 105'336 CHF | 98.73% | 98.73% |
13.11.2024 | 1.01% | 1.06 CHF | 1.07 CHF | 95'000 | 100'000 | 100'000 | 100'000 | 98'535 CHF | 99'535 CHF | 94.03% | 94.03% |
12.11.2024 | 1.25% | 0.89 CHF | 0.90 CHF | 97'000 | 100'000 | 100'000 | 100'000 | 79'767 CHF | 80'767 CHF | 82.73% | 82.73% |
11.11.2024 | 1.36% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'233 CHF | 74'233 CHF | 99.05% | 99.05% |
08.11.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'199 CHF | 77'199 CHF | 99.43% | 99.43% |
07.11.2024 | 1.23% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'779 CHF | 81'779 CHF | 92.24% | 92.24% |