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 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'949 CHF | 56'949 CHF | 100.00% | 100.00% |
19.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'508 CHF | 55'508 CHF | 100.00% | 100.00% |
18.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'726 CHF | 56'726 CHF | 100.00% | 100.00% |
15.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'894 CHF | 61'894 CHF | 100.00% | 100.00% |
14.11.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'851 CHF | 65'851 CHF | 99.44% | 99.44% |
13.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'927 | 99'818 | 61'933 CHF | 62'878 CHF | 98.88% | 98.88% |
12.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'335 CHF | 68'335 CHF | 100.00% | 100.00% |
11.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'433 CHF | 72'433 CHF | 100.00% | 100.00% |
08.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'863 CHF | 71'863 CHF | 99.51% | 99.51% |
07.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 72'527 CHF | 73'550 CHF | 99.06% | 99.06% |