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 | 1.88% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 101'045 | 101'045 | 53'184 CHF | 54'195 CHF | 100.00% | 100.00% |
19.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 111'196 | 111'197 | 55'080 CHF | 56'192 CHF | 99.88% | 99.88% |
18.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'905 CHF | 54'905 CHF | 99.91% | 99.91% |
15.11.2024 | 1.67% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'340 CHF | 60'340 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'326 CHF | 60'326 CHF | 99.94% | 99.94% |
13.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'120 CHF | 54'120 CHF | 100.00% | 100.00% |
12.11.2024 | 1.70% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'451 CHF | 59'451 CHF | 99.67% | 99.67% |
11.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'122 CHF | 65'122 CHF | 99.88% | 99.88% |
08.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'958 CHF | 56'958 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'247 | 100'247 | 52'563 CHF | 53'566 CHF | 99.81% | 99.81% |