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 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'635 CHF | 70'635 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'155 CHF | 69'155 CHF | 100.00% | 100.00% |
18.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'365 CHF | 70'365 CHF | 100.00% | 100.00% |
15.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'552 CHF | 75'552 CHF | 100.00% | 100.00% |
14.11.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'548 CHF | 79'548 CHF | 99.44% | 99.44% |
13.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 75'518 CHF | 76'524 CHF | 98.88% | 98.88% |
12.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'002 CHF | 82'002 CHF | 100.00% | 100.00% |
11.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'082 CHF | 86'082 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'531 CHF | 85'531 CHF | 99.51% | 99.51% |
07.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 85'972 CHF | 86'994 CHF | 99.06% | 99.06% |