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 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'689 CHF | 60'689 CHF | 100.00% | 100.00% |
19.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'789 CHF | 62'789 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'321 CHF | 64'321 CHF | 100.00% | 100.00% |
15.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'204 CHF | 63'204 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'253 CHF | 65'253 CHF | 99.22% | 99.22% |
13.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'559 | 99'160 | 66'995 CHF | 67'723 CHF | 99.36% | 99.36% |
12.11.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'627 CHF | 60'627 CHF | 100.00% | 100.00% |
11.11.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'017 | 100'000 | 50'960 CHF | 51'952 CHF | 100.00% | 100.00% |
08.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'604 CHF | 53'604 CHF | 100.00% | 100.00% |
07.11.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 51'866 CHF | 51'504 CHF | 98.73% | 98.73% |