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 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'853 | 100'000 | 51'297 CHF | 51'879 CHF | 100.00% | 100.00% |
19.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 106'085 | 100'000 | 52'379 CHF | 50'436 CHF | 100.00% | 100.00% |
18.11.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'186 | 100'000 | 51'245 CHF | 51'664 CHF | 100.00% | 100.00% |
15.11.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'799 CHF | 56'799 CHF | 100.00% | 100.00% |
14.11.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'795 CHF | 60'795 CHF | 99.44% | 99.44% |
13.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'927 | 99'818 | 56'843 CHF | 57'792 CHF | 98.88% | 98.88% |
12.11.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'251 CHF | 63'251 CHF | 100.00% | 100.00% |
11.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'341 CHF | 67'341 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'792 CHF | 66'792 CHF | 99.51% | 99.51% |
07.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'961 | 98'701 | 67'685 CHF | 68'525 CHF | 99.06% | 99.06% |