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 | 1.45% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'506 CHF | 69'506 CHF | 90.21% | 90.21% |
19.11.2024 | 1.79% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'003 CHF | 67'191 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'035 CHF | 69'035 CHF | 99.38% | 99.38% |
15.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'189 CHF | 55'939 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'026 CHF | 75'026 CHF | 99.22% | 99.22% |
13.11.2024 | 1.45% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'559 | 99'159 | 69'202 CHF | 69'925 CHF | 99.36% | 99.36% |
12.11.2024 | 1.32% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 75'634 | 75'000 | 56'778 CHF | 57'089 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'583 CHF | 60'333 CHF | 100.00% | 100.00% |
08.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'314 CHF | 57'064 CHF | 100.00% | 100.00% |
07.11.2024 | 1.40% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 98'958 | 97'396 | 74'185 CHF | 74'104 CHF | 98.73% | 98.73% |