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 | 1.68% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'084 CHF | 60'084 CHF | 100.00% | 100.00% |
19.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'136 CHF | 62'136 CHF | 100.00% | 100.00% |
18.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'586 CHF | 63'586 CHF | 100.00% | 100.00% |
15.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'474 CHF | 62'474 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'497 CHF | 64'497 CHF | 99.22% | 99.22% |
13.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'559 | 99'160 | 66'436 CHF | 67'169 CHF | 99.36% | 99.36% |
12.11.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'938 CHF | 59'938 CHF | 100.00% | 100.00% |
11.11.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'167 | 100'000 | 51'067 CHF | 51'495 CHF | 100.00% | 100.00% |
08.11.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'987 CHF | 52'987 CHF | 100.00% | 100.00% |
07.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 51'119 CHF | 50'750 CHF | 98.73% | 98.73% |