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 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'110 CHF | 58'110 CHF | 100.00% | 100.00% |
19.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'183 CHF | 62'183 CHF | 99.89% | 99.89% |
18.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'453 CHF | 56'453 CHF | 99.82% | 99.82% |
15.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'120 CHF | 55'120 CHF | 100.00% | 100.00% |
14.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'664 CHF | 59'664 CHF | 100.00% | 100.00% |
13.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'747 CHF | 64'747 CHF | 100.00% | 100.00% |
12.11.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'464 CHF | 64'464 CHF | 99.70% | 99.70% |
11.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'674 CHF | 54'674 CHF | 99.87% | 99.87% |
08.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 104'673 | 104'673 | 54'519 CHF | 55'566 CHF | 100.00% | 100.00% |
07.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 139'039 | 139'039 | 55'656 CHF | 57'047 CHF | 99.84% | 99.84% |