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 | 1.73% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'201 CHF | 58'201 CHF | 100.00% | 100.00% |
19.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'682 CHF | 56'682 CHF | 100.00% | 100.00% |
18.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'895 CHF | 57'895 CHF | 100.00% | 100.00% |
15.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'056 CHF | 63'056 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'075 CHF | 67'075 CHF | 99.44% | 99.44% |
13.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'924 | 99'818 | 63'103 CHF | 64'046 CHF | 98.88% | 98.88% |
12.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'523 CHF | 69'523 CHF | 100.00% | 100.00% |
11.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'699 CHF | 73'699 CHF | 100.00% | 100.00% |
08.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'075 CHF | 73'075 CHF | 99.51% | 99.51% |
07.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 73'693 CHF | 74'716 CHF | 99.06% | 99.06% |