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 | 1.89% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'580 CHF | 106'580 CHF | 99.39% | 99.39% |
19.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'589 CHF | 52'589 CHF | 99.27% | 99.27% |
18.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'921 CHF | 52'921 CHF | 99.29% | 99.29% |
15.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'137 CHF | 56'137 CHF | 99.39% | 99.39% |
14.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'715 CHF | 49'715 CHF | 99.35% | 99.35% |
13.11.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'757 CHF | 49'757 CHF | 99.39% | 99.39% |
12.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'143 CHF | 55'143 CHF | 99.10% | 99.10% |
11.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'201 CHF | 55'201 CHF | 99.24% | 99.24% |
08.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'616 CHF | 55'616 CHF | 99.39% | 99.39% |
07.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'547 CHF | 58'547 CHF | 99.27% | 99.27% |