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 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'845 CHF | 62'845 CHF | 99.80% | 99.80% |
19.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'431 CHF | 60'431 CHF | 99.71% | 99.71% |
18.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'473 CHF | 64'473 CHF | 99.71% | 99.71% |
15.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'740 | 99'740 | 64'507 CHF | 65'504 CHF | 99.80% | 99.80% |
14.11.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 95'834 | 95'835 | 62'684 CHF | 63'643 CHF | 99.80% | 99.80% |
13.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'091 CHF | 60'091 CHF | 99.80% | 99.80% |
12.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'907 CHF | 58'907 CHF | 99.50% | 99.50% |
11.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'481 CHF | 56'481 CHF | 99.71% | 99.71% |
08.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 118'455 | 118'455 | 57'271 CHF | 58'456 CHF | 99.80% | 99.80% |
07.11.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 105'061 | 105'061 | 53'447 CHF | 54'498 CHF | 95.68% | 95.68% |