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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'112 CHF | 64'112 CHF | 99.39% | 99.39% |
20.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'016 CHF | 62'016 CHF | 99.39% | 99.39% |
19.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'174 CHF | 63'174 CHF | 99.28% | 99.28% |
18.11.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'777 CHF | 53'777 CHF | 99.29% | 99.29% |
15.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'055 CHF | 55'055 CHF | 99.38% | 99.38% |
14.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'474 CHF | 66'474 CHF | 99.35% | 99.35% |
13.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'214 CHF | 71'214 CHF | 99.39% | 99.39% |
12.11.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'888 CHF | 65'888 CHF | 99.09% | 99.09% |
11.11.2024 | 1.59% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'945 CHF | 63'945 CHF | 99.29% | 99.29% |
08.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'880 CHF | 86'880 CHF | 99.38% | 99.38% |