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 | 1.75% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'607 CHF | 57'607 CHF | 100.00% | 100.00% |
19.11.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'955 CHF | 65'955 CHF | 92.96% | 92.96% |
18.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'404 CHF | 60'404 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'358 CHF | 53'358 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'111 | 100'000 | 51'510 CHF | 52'455 CHF | 99.22% | 99.22% |
13.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'779 | 99'158 | 57'899 CHF | 58'531 CHF | 99.36% | 99.36% |
12.11.2024 | 1.88% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'672 CHF | 53'672 CHF | 100.00% | 100.00% |
11.11.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 106'891 | 97'467 | 51'315 CHF | 47'807 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'869 CHF | 55'869 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'567 CHF | 53'567 CHF | 90.22% | 90.22% |