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% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'330 CHF | 57'330 CHF | 99.38% | 99.38% |
19.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'621 CHF | 56'621 CHF | 99.23% | 99.23% |
18.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'739 CHF | 56'739 CHF | 99.25% | 99.25% |
15.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'979 CHF | 55'979 CHF | 99.39% | 99.39% |
14.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'503 CHF | 56'503 CHF | 99.37% | 99.37% |
13.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'438 CHF | 55'438 CHF | 99.39% | 99.39% |
12.11.2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 113'859 | 113'859 | 56'268 CHF | 57'407 CHF | 99.08% | 99.08% |
11.11.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'985 CHF | 55'485 CHF | 99.29% | 99.29% |
08.11.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'652 CHF | 58'152 CHF | 99.39% | 99.39% |
07.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'840 CHF | 55'340 CHF | 99.25% | 99.25% |