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 | 5.98% | 0.56 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'303 CHF | 64'009 CHF | 96.51% | 96.51% |
19.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'268 CHF | 63'268 CHF | 98.90% | 98.90% |
18.11.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'914 CHF | 60'914 CHF | 99.15% | 99.15% |
15.11.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'574 CHF | 58'574 CHF | 99.39% | 99.39% |
14.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'091 CHF | 62'091 CHF | 98.80% | 98.80% |
13.11.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 89'225 | 89'225 | 53'272 CHF | 54'164 CHF | 99.23% | 99.23% |
12.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'042 CHF | 30'542 CHF | 99.06% | 99.06% |
11.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'688 CHF | 30'188 CHF | 99.31% | 99.31% |
08.11.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'026 CHF | 27'526 CHF | 99.45% | 99.45% |
07.11.2024 | 1.78% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'812 CHF | 28'312 CHF | 99.25% | 99.25% |