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 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 97'696 | 97'696 | 62'313 CHF | 63'290 CHF | 99.38% | 99.38% |
19.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 84'107 | 84'107 | 55'425 CHF | 56'266 CHF | 98.92% | 98.92% |
18.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'219 CHF | 58'219 CHF | 99.25% | 99.25% |
15.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'373 CHF | 55'373 CHF | 99.38% | 99.38% |
14.11.2024 | 1.80% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'267 CHF | 56'267 CHF | 99.30% | 99.30% |
13.11.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'025 CHF | 60'025 CHF | 99.36% | 99.36% |
12.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 114'307 | 114'307 | 55'805 CHF | 56'948 CHF | 99.05% | 99.05% |
11.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'774 | 99'774 | 59'241 CHF | 60'238 CHF | 99.30% | 99.30% |
08.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 78'390 | 78'390 | 53'859 CHF | 54'643 CHF | 99.39% | 99.39% |
07.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 89'419 | 89'419 | 59'386 CHF | 60'280 CHF | 99.23% | 99.23% |