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 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'336 CHF | 54'336 CHF | 100.00% | 100.00% |
19.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'424 CHF | 56'424 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'731 CHF | 57'731 CHF | 100.00% | 100.00% |
15.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'740 CHF | 56'740 CHF | 100.00% | 100.00% |
14.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'784 CHF | 58'784 CHF | 99.22% | 99.22% |
13.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'780 | 99'160 | 60'818 CHF | 61'435 CHF | 99.36% | 99.36% |
12.11.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'171 CHF | 54'171 CHF | 100.00% | 100.00% |
11.11.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 118'336 | 100'000 | 52'838 CHF | 45'688 CHF | 100.00% | 100.00% |
08.11.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'240 | 100'000 | 51'391 CHF | 47'214 CHF | 100.00% | 100.00% |
07.11.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 115'479 | 97'395 | 52'415 CHF | 45'209 CHF | 98.73% | 98.73% |