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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'072 CHF | 70'072 CHF | 100.00% | 100.00% |
25.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'272 CHF | 73'272 CHF | 100.00% | 100.00% |
22.11.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'932 CHF | 77'932 CHF | 100.00% | 100.00% |
20.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'457 CHF | 64'457 CHF | 100.00% | 100.00% |
19.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'925 CHF | 62'925 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'142 CHF | 64'142 CHF | 100.00% | 100.00% |
15.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'353 CHF | 69'353 CHF | 100.00% | 100.00% |
14.11.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'343 CHF | 73'343 CHF | 99.44% | 99.44% |
13.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'854 | 99'818 | 69'354 CHF | 70'332 CHF | 98.88% | 98.88% |
12.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'833 CHF | 75'833 CHF | 100.00% | 100.00% |