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 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'338 CHF | 63'338 CHF | 100.00% | 100.00% |
19.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'796 CHF | 61'796 CHF | 100.00% | 100.00% |
18.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'005 CHF | 63'005 CHF | 100.00% | 100.00% |
15.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'218 CHF | 68'218 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'240 CHF | 72'240 CHF | 99.44% | 99.44% |
13.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'854 | 99'818 | 68'214 CHF | 69'194 CHF | 98.88% | 98.88% |
12.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'712 CHF | 74'712 CHF | 100.00% | 100.00% |
11.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'829 CHF | 78'829 CHF | 100.00% | 100.00% |
08.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'227 CHF | 78'227 CHF | 99.51% | 99.51% |
07.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 78'751 CHF | 79'773 CHF | 99.06% | 99.06% |