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 | 1.88% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'696 CHF | 53'696 CHF | 100.00% | 100.00% |
20.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'227 CHF | 54'227 CHF | 100.00% | 100.00% |
19.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'269 CHF | 56'269 CHF | 99.89% | 99.89% |
18.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'667 | 100'667 | 51'481 CHF | 52'488 CHF | 99.91% | 99.91% |
15.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 123'310 | 123'310 | 60'342 CHF | 61'575 CHF | 100.00% | 100.00% |
14.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 109'822 | 109'822 | 54'985 CHF | 56'084 CHF | 99.96% | 99.96% |
13.11.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'146 CHF | 56'146 CHF | 100.00% | 100.00% |
12.11.2024 | 1.89% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'466 | 100'466 | 52'757 CHF | 53'762 CHF | 99.69% | 99.69% |
11.11.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'378 CHF | 57'628 CHF | 99.91% | 99.91% |
08.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'518 | 125'518 | 56'309 CHF | 57'564 CHF | 100.00% | 100.00% |