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 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'489 CHF | 59'489 CHF | 99.38% | 99.38% |
19.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'284 CHF | 58'284 CHF | 99.26% | 99.26% |
18.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'582 CHF | 57'582 CHF | 99.28% | 99.28% |
15.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'857 CHF | 55'857 CHF | 99.39% | 99.39% |
14.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'928 CHF | 58'928 CHF | 99.37% | 99.37% |
13.11.2024 | 1.79% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'342 CHF | 56'342 CHF | 99.39% | 99.39% |
12.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 112'104 | 112'104 | 55'564 CHF | 56'685 CHF | 99.11% | 99.11% |
11.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 115'659 | 115'659 | 57'030 CHF | 58'187 CHF | 99.28% | 99.28% |
08.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'727 | 106'727 | 52'890 CHF | 53'958 CHF | 99.39% | 99.39% |
07.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'575 | 124'575 | 57'264 CHF | 58'510 CHF | 99.27% | 99.27% |