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 | 1.48% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 81'604 | 81'604 | 54'656 CHF | 55'472 CHF | 99.38% | 99.38% |
19.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 96'374 | 96'374 | 61'618 CHF | 62'581 CHF | 99.26% | 99.26% |
18.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'525 | 75'525 | 52'155 CHF | 52'910 CHF | 99.27% | 99.27% |
15.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 76'600 | 76'600 | 52'756 CHF | 53'522 CHF | 99.39% | 99.39% |
14.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 92'299 | 92'299 | 60'193 CHF | 61'116 CHF | 99.35% | 99.35% |
13.11.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 80'281 | 80'281 | 54'167 CHF | 54'970 CHF | 99.36% | 99.36% |
12.11.2024 | 1.47% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 81'316 | 81'316 | 54'659 CHF | 55'473 CHF | 99.03% | 99.03% |
11.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'672 CHF | 58'422 CHF | 99.22% | 99.22% |
08.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'449 CHF | 55'199 CHF | 99.39% | 99.39% |
07.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'304 CHF | 59'054 CHF | 99.25% | 99.25% |